ADMMnet: Regularized Model with Selecting the Number of Non-Zeros
Version 0.1

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.

Package details

AuthorXiang Li, Shanghong Xie, Donglin Zeng and Yuanjia Wang
Date of publication2015-12-12 09:41:54
MaintainerXiang Li <[email protected]>
LicenseGPL (>= 2)
Version0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ADMMnet")

Try the ADMMnet package in your browser

Any scripts or data that you put into this service are public.

ADMMnet documentation built on May 29, 2017, 6:18 p.m.