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Approximates best-subset selection (L0) regression with an iteratively adaptive Ridge (L2) penalty for large-scale models. This package uses Cyclops for an efficient implementation and the iterative method is described in Kawaguchi et al (2020) <doi:10.1002/sim.8438> and Li et al (2021) <doi:10.1016/j.jspi.2020.12.001>.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.2.2), Cyclops (≥ 3.0.0) |
| Imports: | futile.logger, bit64 |
| Suggests: | testthat, survival, knitr, rmarkdown |
| Published: | 2023-04-07 |
| DOI: | 10.32614/CRAN.package.BrokenAdaptiveRidge |
| Author: | Marc A. Suchard [aut, cre], Eric Kawaguchi [aut], Ning Li [aut], Gang Li [aut], Observational Health Data Sciences and Informatics [cph] |
| Maintainer: | Marc A. Suchard <msuchard at ucla.edu> |
| License: | Apache License 2.0 |
| NeedsCompilation: | no |
| Citation: | BrokenAdaptiveRidge citation info |
| Materials: | README |
| CRAN checks: | BrokenAdaptiveRidge results |
| Reference manual: | BrokenAdaptiveRidge.pdf |
| Package source: | BrokenAdaptiveRidge_1.0.0.tar.gz |
| Windows binaries: | r-devel: BrokenAdaptiveRidge_1.0.0.zip, r-release: BrokenAdaptiveRidge_1.0.0.zip, r-oldrel: BrokenAdaptiveRidge_1.0.0.zip |
| macOS binaries: | r-release (arm64): BrokenAdaptiveRidge_1.0.0.tgz, r-oldrel (arm64): BrokenAdaptiveRidge_1.0.0.tgz, r-release (x86_64): BrokenAdaptiveRidge_1.0.0.tgz, r-oldrel (x86_64): BrokenAdaptiveRidge_1.0.0.tgz |
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