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.

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
http://arxiv.org/abs/1406.7728

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Files

Libra
Libra/src
Libra/src/ising.c
Libra/src/Makevars
Libra/src/LBlogistic.c
Libra/src/ggm.c
Libra/src/potts.c
Libra/src/LBLasso.c
Libra/src/Makevars.win
Libra/src/LBmultilogistic.c
Libra/src/LBheader.h
Libra/src/LBheader.c
Libra/NAMESPACE
Libra/data
Libra/data/diabetes.RData
Libra/data/west10.RData
Libra/data/isingdata.RData
Libra/R
Libra/R/iss.R Libra/R/lb.R Libra/R/cv.lb.R Libra/R/predict.lb.R Libra/R/ggm.R Libra/R/potts.R Libra/R/cv.iss.R Libra/R/plot.lb.R Libra/R/ising.R
Libra/MD5
Libra/DESCRIPTION
Libra/man
Libra/man/iss.Rd Libra/man/ggm.Rd Libra/man/potts.Rd Libra/man/isingdata.Rd Libra/man/west10.Rd Libra/man/predict.lb.Rd Libra/man/ising.Rd Libra/man/plot.lb.Rd Libra/man/diabetes.Rd Libra/man/cv.lb.Rd Libra/man/lb.Rd Libra/man/cv.iss.Rd

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