Libra: Linearized Bregman Algorithms for Generalized Linear Models

Efficient procedures for fitting the regularization path for linear, binomial, multinomial, Ising and Potts models with lasso, group lasso or column lasso(only for multinomial) penalty. The package uses Linearized Bregman Algorithm to solve the regularization path through iterations. Bregman Inverse Scale Space Differential Inclusion solver is also provided for linear model with lasso penalty.

Getting started

Package details

AuthorFeng Ruan, Jiechao Xiong and Yuan Yao
MaintainerJiechao Xiong <xiongjiechao@pku.edu.cn>
LicenseGPL-2
Version1.7
URL https://arxiv.org/abs/1406.7728
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Libra")

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Libra documentation built on April 11, 2022, 5:09 p.m.