Libra: Linearized Bregman Algorithms for Generalized Linear Models

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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.

Author
Feng Ruan, Jiechao Xiong and Yuan Yao
Date of publication
2016-02-17 14:15:16
Maintainer
Jiechao Xiong <xiongjiechao@pku.edu.cn>
License
GPL-2
Version
1.5
URLs

View on CRAN

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...

Files in this package

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