flare: Family of Lasso Regression

The package "flare" provides the implementation of a family of Lasso variants including Dantzig Selector, LAD Lasso, SQRT Lasso, Lq Lasso for estimating high dimensional sparse linear model. We adopt the alternating direction method of multipliers and convert the original optimization problem into a sequential L1 penalized least square minimization problem, which can be efficiently solved by linearization algorithm. A multi-stage screening approach is adopted for further acceleration. Besides the sparse linear model estimation, we also provide the extension of these Lasso variants to sparse Gaussian graphical model estimation including TIGER and CLIME using either L1 or adaptive penalty. Missing values can be tolerated for Dantzig selector and CLIME. The computation is memory-optimized using the sparse matrix output.

Author
Xingguo Li, Tuo Zhao, Lie Wang, Xiaoming Yuan and Han Liu
Date of publication
2014-10-19 01:53:12
Maintainer
Xingguo Li <xingguo.leo@gmail.com>
License
GPL-2
Version
1.5.0

View on CRAN

Man pages

coef.slim
Extract Model Coefficients for an object with S3 class...
eyedata
The Bardet-Biedl syndrome Gene expression data from Scheetz...
flare-internal
Internal flare functions
flare-package
flare: a new Family of Lasso Regression
plot.roc
Plot Function for "roc"
plot.select
Plot Function for "select"
plot.sim
Plot Function for "sim"
plot.slim
Plot Function for "slim"
plot.sugm
Plot Function for "sugm"
predict.slim
Prediction for an object with S3 class '"slim"'
print.roc
Print Function for for an object with S3 class '"roc"'
print.select
Print Function for for an object with S3 class '"select"'
print.sim
Print Function for for an object with S3 class '"sim"'
print.slim
Print Function for an object with S3 class '"slim"'
print.sugm
Print Function for an object with S3 class '"sugm"'
slim
Sparse Linear Regression using Nonsmooth Loss Functions and...
sugm
High-deimensional Sparse Undirected Graphical Models.
sugm.generator
Data generator for sparse undirected graph estimation.
sugm.plot
Graph visualization for an object with S3 class '"sugm"'
sugm.roc
Draw ROC Curve for an object with S3 class '"sugm"'
sugm.select
Model selection for high-dimensional undirected graphical...

Files in this package

flare
flare/inst
flare/inst/doc
flare/inst/doc/vignette.Rnw
flare/inst/doc/vignette.pdf
flare/inst/doc/flare.pdf
flare/src
flare/src/slim_lasso_ladm_scr.c
flare/src/mymath.c
flare/src/slimh.c
flare/src/slim_lad_ladm_scr_btr.c
flare/src/mymath.h
flare/src/SFGen.c
flare/src/sugm_tiger_ladm_scr.c
flare/src/slimh.h
flare/src/slim_lq_ladm_scr_btr.c
flare/src/sugm_clime_ladm_scr.c
flare/src/euc_proj.c
flare/src/slim_dantzig_ladm_scr.c
flare/src/slim_sqrt_ladm_scr.c
flare/NAMESPACE
flare/data
flare/data/eyedata.rda
flare/data/datalist
flare/R
flare/R/slim.R
flare/R/slim.sqrt.ladm.scr.R
flare/R/slim.dantzig.ladm.scr.R
flare/R/sugm.roc.R
flare/R/slim.lad.ladm.scr.btr.R
flare/R/sugm.plot.R
flare/R/sugm.clime.ladm.scr.R
flare/R/slim.dantzig.ladm.scr2.R
flare/R/sugm.cv.R
flare/R/sugm.select.R
flare/R/slim.lq.ladm.scr.btr.R
flare/R/sugm.R
flare/R/sugm.generator.R
flare/R/sugm.tiger.ladm.scr.R
flare/R/slim.lasso.ladm.scr.R
flare/vignettes
flare/vignettes/vignette.Rnw
flare/vignettes/flare.pdf
flare/MD5
flare/build
flare/build/vignette.rds
flare/DESCRIPTION
flare/man
flare/man/plot.select.Rd
flare/man/sugm.select.Rd
flare/man/print.roc.Rd
flare/man/flare-internal.Rd
flare/man/print.sim.Rd
flare/man/sugm.Rd
flare/man/coef.slim.Rd
flare/man/slim.Rd
flare/man/plot.roc.Rd
flare/man/eyedata.Rd
flare/man/plot.slim.Rd
flare/man/print.slim.Rd
flare/man/plot.sim.Rd
flare/man/sugm.plot.Rd
flare/man/flare-package.Rd
flare/man/predict.slim.Rd
flare/man/sugm.generator.Rd
flare/man/sugm.roc.Rd
flare/man/print.sugm.Rd
flare/man/print.select.Rd
flare/man/plot.sugm.Rd