HDPenReg-package: Algorithms for lasso and fused-lasso problems.

In HDPenReg: High-Dimensional Penalized Regression

Algorithms for lasso and fused-lasso problems.

Description

This package contains algorithms for lasso and fused-lasso problems. It contains an implementation of the lars algorithm [1], for the lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso.

See Also

HDlars HDcvlars

Examples

# see vignette
# vignette("HDPenReg")

dataset <- simul(50, 10000, 0.4, 10, 50, matrix(c(0.1, 0.8, 0.02, 0.02), nrow = 2))
result <- HDlars(dataset$data, dataset$response)

# plot coefficient path
plot(result)

# get all coefficients
coefficient <- listToMatrix(result)

HDPenReg documentation built on March 31, 2023, 9:31 p.m.