mixedLSR: Mixed, Low-Rank, and Sparse Multivariate Regression on High-Dimensional Data

Mixed, low-rank, and sparse multivariate regression ('mixedLSR') provides tools for performing mixture regression when the coefficient matrix is low-rank and sparse. 'mixedLSR' allows subgroup identification by alternating optimization with simulated annealing to encourage global optimum convergence. This method is data-adaptive, automatically performing parameter selection to identify low-rank substructures in the coefficient matrix.

Package details

AuthorAlexander White [aut, cre] (<https://orcid.org/0000-0002-9117-1475>), Sha Cao [aut] (<https://orcid.org/0000-0002-8645-848X>), Yi Zhao [ctb] (<https://orcid.org/0000-0003-4766-5934>), Chi Zhang [ctb] (<https://orcid.org/0000-0001-9553-0925>)
MaintainerAlexander White <whitealj@iu.edu>
LicenseMIT + file LICENSE
Version0.1.0
URL https://alexanderjwhite.github.io/mixedLSR/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mixedLSR")

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mixedLSR documentation built on Nov. 10, 2022, 6:17 p.m.