flare: Family of Lasso Regression
Version 1.5.0

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.

AuthorXingguo Li, Tuo Zhao, Lie Wang, Xiaoming Yuan and Han Liu
Date of publication2014-10-19 01:53:12
MaintainerXingguo Li <xingguo.leo@gmail.com>
LicenseGPL-2
Version1.5.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("flare")

Getting started

Package overview

Popular man pages

eyedata: The Bardet-Biedl syndrome Gene expression data from Scheetz...
flare-package: flare: a new Family of Lasso Regression
plot.select: Plot Function for "select"
plot.slim: Plot Function for "slim"
print.sugm: Print Function for an object with S3 class '"sugm"'
slim: Sparse Linear Regression using Nonsmooth Loss Functions and...
sugm.plot: Graph visualization for an object with S3 class '"sugm"'
See all...

All man pages Function index File listing

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...

Functions

coef.slim Man page Source code
eyedata Man page
flare Man page
flare-package Man page
part.cv Man page Source code
plot.roc Man page Source code
plot.select Man page Source code
plot.sim Man page Source code
plot.slim Man page Source code
plot.sugm Man page Source code
predict.slim Man page Source code
print.roc Man page Source code
print.select Man page Source code
print.sim Man page Source code
print.slim Man page Source code
print.sugm Man page Source code
slim Man page Source code
slim.dantzig.ladm.scr Man page Source code
slim.dantzig.ladm.scr2 Source code
slim.lad.ladm.scr.btr Man page Source code
slim.lasso.ladm.scr Man page Source code
slim.lq.ladm.scr.btr Man page Source code
slim.sqrt.ladm.scr Man page Source code
sugm Man page Source code
sugm.clime.ladm.scr Man page Source code
sugm.cv Man page Source code
sugm.generator Man page Source code
sugm.likelihood Man page Source code
sugm.plot Man page Source code
sugm.roc Man page Source code
sugm.select Man page Source code
sugm.tiger.ladm.scr Man page Source code
sugm.tracel2 Man page Source code

Files

inst
inst/doc
inst/doc/vignette.Rnw
inst/doc/vignette.pdf
inst/doc/flare.pdf
src
src/slim_lasso_ladm_scr.c
src/mymath.c
src/slimh.c
src/slim_lad_ladm_scr_btr.c
src/mymath.h
src/SFGen.c
src/sugm_tiger_ladm_scr.c
src/slimh.h
src/slim_lq_ladm_scr_btr.c
src/sugm_clime_ladm_scr.c
src/euc_proj.c
src/slim_dantzig_ladm_scr.c
src/slim_sqrt_ladm_scr.c
NAMESPACE
data
data/eyedata.rda
data/datalist
R
R/slim.R
R/slim.sqrt.ladm.scr.R
R/slim.dantzig.ladm.scr.R
R/sugm.roc.R
R/slim.lad.ladm.scr.btr.R
R/sugm.plot.R
R/sugm.clime.ladm.scr.R
R/slim.dantzig.ladm.scr2.R
R/sugm.cv.R
R/sugm.select.R
R/slim.lq.ladm.scr.btr.R
R/sugm.R
R/sugm.generator.R
R/sugm.tiger.ladm.scr.R
R/slim.lasso.ladm.scr.R
vignettes
vignettes/vignette.Rnw
vignettes/flare.pdf
MD5
build
build/vignette.rds
DESCRIPTION
man
man/plot.select.Rd
man/sugm.select.Rd
man/print.roc.Rd
man/flare-internal.Rd
man/print.sim.Rd
man/sugm.Rd
man/coef.slim.Rd
man/slim.Rd
man/plot.roc.Rd
man/eyedata.Rd
man/plot.slim.Rd
man/print.slim.Rd
man/plot.sim.Rd
man/sugm.plot.Rd
man/flare-package.Rd
man/predict.slim.Rd
man/sugm.generator.Rd
man/sugm.roc.Rd
man/print.sugm.Rd
man/print.select.Rd
man/plot.sugm.Rd
flare documentation built on May 19, 2017, 3:24 p.m.

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