HDPenReg: High-Dimensional Penalized Regression

Algorithms for lasso and fused-lasso problems: implementation of the lars algorithm for lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso penalization.

Install the latest version of this package by entering the following in R:
install.packages("HDPenReg")
AuthorQuentin Grimonprez [aut, cre], Serge Iovleff [aut]
Date of publication2016-01-26 23:06:38
MaintainerQuentin Grimonprez <quentin.grimonprez@inria.fr>
LicenseGPL (>= 2)
Version0.93.1

View on CRAN

Files

TODO
inst
inst/doc
inst/doc/HDPenReg.Rnw
inst/doc/HDPenReg.pdf
inst/doc/HDPenReg.R
src
src/Makevars
src/EMPenModels.cpp
src/EMPenModels.h
src/larsR.cpp
src/HDPenReg
src/HDPenReg/Makefile
src/HDPenReg/lars.mk
src/HDPenReg/lib
src/HDPenReg/lib/empty
src/HDPenReg/EMCVmain.cpp
src/HDPenReg/lassoModels
src/HDPenReg/lassoModels/IPenalizedSolver.h
src/HDPenReg/lassoModels/CV.cpp
src/HDPenReg/lassoModels/FusedLassoPenalty.cpp
src/HDPenReg/lassoModels/LogisticLassoSolver.h
src/HDPenReg/lassoModels/CV.h
src/HDPenReg/lassoModels/LassoSolver.h
src/HDPenReg/lassoModels/LogisticLassoSolver.cpp
src/HDPenReg/lassoModels/CVFusedLasso.h
src/HDPenReg/lassoModels/EnetSolver.cpp
src/HDPenReg/lassoModels/Lasso.h
src/HDPenReg/lassoModels/LogisticFusedLassoSolver.cpp
src/HDPenReg/lassoModels/LassoSolver.cpp
src/HDPenReg/lassoModels/EnetSolver.h
src/HDPenReg/lassoModels/IMeasure.h
src/HDPenReg/lassoModels/CVLasso.h
src/HDPenReg/lassoModels/LogisticLasso.h
src/HDPenReg/lassoModels/IPenalty.h
src/HDPenReg/lassoModels/IAlgo.h
src/HDPenReg/lassoModels/PenalizedModels.h
src/HDPenReg/lassoModels/FusedLasso.h
src/HDPenReg/lassoModels/LogisticFusedLasso.h
src/HDPenReg/lassoModels/FusedLassoSolver.cpp
src/HDPenReg/lassoModels/FusedLassoPenalty.h
src/HDPenReg/lassoModels/EM.h
src/HDPenReg/lassoModels/FusedLassoSolver.h
src/HDPenReg/lassoModels/LogisticFusedLassoSolver.h
src/HDPenReg/lassoModels/LassoPenalty.h
src/HDPenReg/lassoModels.mk
src/HDPenReg/lars
src/HDPenReg/lars/Path.h
src/HDPenReg/lars/Lars.h
src/HDPenReg/lars/Lars.cpp
src/HDPenReg/lars/makefile
src/HDPenReg/lars/functions.h
src/HDPenReg/lars/Cvlars.cpp
src/HDPenReg/lars/Cvlars.h
src/HDPenReg/lars/PathState.h
src/HDPenReg/lars/functions.cpp
src/HDPenReg/lars/Fusion.h
src/HDPenReg/lars/PathState.cpp
src/HDPenReg/lars/Fusion.cpp
src/HDPenReg/lars/Path.cpp
src/HDPenReg/EMmain.cpp
src/HDPenReg/larsRmain.cpp
src/larsR.h
NAMESPACE
NEWS
R
R/HDPenReg-package.R R/predict.R R/cvEM.R R/EM.R R/simulation.R R/LarsPath.R R/cvlars.R R/lars.R
vignettes
vignettes/HDPenReg.Rnw
vignettes/HDPenReg.bib
MD5
build
build/vignette.rds
DESCRIPTION
man
man/plot.HDcvlars.Rd man/listToMatrix.Rd man/plot-methods.Rd man/simul.Rd man/coeff.Rd man/coef.LarsPath.Rd man/EMcvlasso.Rd man/HDlars.Rd man/EMcvfusedlasso.Rd man/predict.LarsPath.Rd man/HDcvlars.Rd man/EMfusedlasso.Rd man/LarsPath-class.Rd man/EMlasso.Rd man/computeCoefficients.Rd man/HDfusion.Rd man/HDPenReg-package.Rd man/plotCoefficient.Rd
cleanup

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