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The L2E
package (version 2.0) implements the
computational framework for L\(_2\)E
regression in Liu, Chi, and Lange (2022+), which was built on the
previous work in Chi and Chi (2022). Both works employ the block
coordinate descent strategy to solve a nonconvex optimization problem
but utilize different methods for the inner block descent updates. We
refer to the method in Liu, Chi, and Lange (2022+) as “MM” and the one
in Chi and Chi (2022) as “PG” in our package. This package provides code
to replicate some examples illustrating the usage of the frameworks in
both manuscripts.
To install the latest stable version from CRAN:
install.packages('L2E')
To install the latest development version from GitHub:
# install.packages("devtools")
devtools::install_github('jocelynchi/L2E-package-demo')
We’ve included an introductory demo
on how to use the L2E
framework with examples from the
accompanying journal manuscripts.
Please reference the following manuscripts when citing this package. Thank you!
@article{L2E-Chi,
title={A User-Friendly Computational Framework for Robust Structured Regression with the L$_2$ Criterion},
author={Chi, Jocelyn T. and Chi, Eric C.},
journal={Journal of Computational and Graphical Statistics},
pages={1--12},
year={2022},
publisher={Taylor \& Francis}
}
@article{L2E-Liu,
title={A Sharper Computational Tool for L$_2$E Regression},
author={Liu, Xiaoqian and Chi, Eric C. and Lange, Kenneth},
journal={arXiv preprint arXiv:2203.02993},
year={2022}
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.