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Implements a generalized coordinate descent (GCD) algorithm for computing the solution paths of the hybrid Huberized support vector machine (HHSVM) and its generalizations. Supported models include the (adaptive) LASSO and elastic net penalized least squares, logistic regression, HHSVM, squared hinge loss SVM and expectile regression.
| Version: | 1.0.6 |
| Imports: | grDevices, graphics, stats, methods, Matrix |
| Suggests: | testthat |
| Published: | 2022-08-14 |
| DOI: | 10.32614/CRAN.package.gcdnet |
| Author: | Yi Yang, Yuwen Gu, Hui Zou |
| Maintainer: | Yi Yang <yi.yang6 at mcgill.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/emeryyi/gcdnet |
| NeedsCompilation: | yes |
| Materials: | ChangeLog |
| CRAN checks: | gcdnet results |
| Reference manual: | gcdnet.pdf |
| Package source: | gcdnet_1.0.6.tar.gz |
| Windows binaries: | r-devel: gcdnet_1.0.6.zip, r-release: gcdnet_1.0.6.zip, r-oldrel: gcdnet_1.0.6.zip |
| macOS binaries: | r-release (arm64): gcdnet_1.0.6.tgz, r-oldrel (arm64): gcdnet_1.0.6.tgz, r-release (x86_64): gcdnet_1.0.6.tgz, r-oldrel (x86_64): gcdnet_1.0.6.tgz |
| Old sources: | gcdnet archive |
| Reverse imports: | hdmed, higlasso |
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These binaries (installable software) and packages are in development.
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