Libra: Linearized Bregman Algorithms for Generalized Linear Models
Version 1.5

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.

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AuthorFeng Ruan, Jiechao Xiong and Yuan Yao
Date of publication2016-02-17 14:15:16
MaintainerJiechao Xiong <xiongjiechao@pku.edu.cn>
LicenseGPL-2
Version1.5
URL http://arxiv.org/abs/1406.7728
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("Libra")

Man pages

cv.iss: CV for ISS
cv.lb: CV for lb
diabetes: Blood and other measurements in diabetics
ggm: Linearized Bregman solver for composite conditionally...
ising: Linearized Bregman solver for composite conditionally...
isingdata: Simulation data for Ising model
iss: ISS solver for linear model with lasso penalty
lb: Linearized Bregman solver for linear, binomial, multinomial...
plot.lb: Plot method for lb objects
potts: Linearized Bregman solver for composite conditionally...
predict.lb: Predict method for lb objects
west10: Journey to the West, one of the Four Great Classical Novels...

Functions

LB.lasso Source code
LB.logistic Source code
LB.multilogistic Source code
cv.iss Man page Source code
cv.lb Man page Source code
diabetes Man page
ggm Man page Source code
ising Man page Source code
isingdata Man page
iss Man page Source code
lb Man page Source code
onAttach Source code
plot.lb Man page Source code
potts Man page Source code
predict.lb Man page Source code
west10 Man page

Files

src
src/ising.c
src/Makevars
src/LBlogistic.c
src/ggm.c
src/potts.c
src/LBLasso.c
src/Makevars.win
src/LBmultilogistic.c
src/LBheader.h
src/LBheader.c
NAMESPACE
data
data/diabetes.RData
data/west10.RData
data/isingdata.RData
R
R/iss.R
R/lb.R
R/cv.lb.R
R/predict.lb.R
R/ggm.R
R/potts.R
R/cv.iss.R
R/plot.lb.R
R/ising.R
MD5
DESCRIPTION
man
man/iss.Rd
man/ggm.Rd
man/potts.Rd
man/isingdata.Rd
man/west10.Rd
man/predict.lb.Rd
man/ising.Rd
man/plot.lb.Rd
man/diabetes.Rd
man/cv.lb.Rd
man/lb.Rd
man/cv.iss.Rd
Libra documentation built on May 20, 2017, 12:03 a.m.