ADMMnet: Regularized Model with Selecting the Number of Non-Zeros

Fit linear and cox models regularized with net (L1 and Laplacian), elastic-net (L1 and L2) or lasso (L1) penalty, and their adaptive forms, such as adaptive lasso and net adjusting for signs of linked coefficients. In addition, it treats the number of non-zero coefficients as another tuning parameter and simultaneously selects with the regularization parameter. The package uses one-step coordinate descent algorithm and runs extremely fast by taking into account the sparsity structure of coefficients.

Install the latest version of this package by entering the following in R:
install.packages("ADMMnet")
AuthorXiang Li, Shanghong Xie, Donglin Zeng and Yuanjia Wang
Date of publication2015-12-12 09:41:54
MaintainerXiang Li <xl2473@cumc.columbia.edu>
LicenseGPL (>= 2)
Version0.1

View on CRAN

Files

inst
inst/include
inst/include/ADMMnet.h
inst/include/ADMMnet_RcppExports.h
src
src/ADMMnet.cpp
src/RcppExports.cpp
NAMESPACE
R
R/net_cox.R R/print.ADMMnet.R R/RcppExports.R R/ADMMini.R R/net_lm.R R/ADMMnet.R
MD5
DESCRIPTION
man
man/ADMMnet-package.Rd man/print.ADMMnet.Rd man/ADMMnet.Rd

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