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tlars: The T-LARS Algorithm: Early-Terminated Forward Variable Selection
Computes the solution path of the Terminating-LARS (T-LARS) algorithm. The T-LARS algorithm is a major building block of the T-Rex selector (see R package 'TRexSelector'). The package is based on the papers Machkour, Muma, and Palomar (2022) <arXiv:2110.06048>, Efron, Hastie, Johnstone, and Tibshirani (2004) <doi:10.1214/009053604000000067>, and Tibshirani (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x>.
Getting started
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Package details |
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| Author | Jasin Machkour [aut, cre], Simon Tien [aut], Daniel P. Palomar [aut], Michael Muma [aut] |
| Maintainer | Jasin Machkour <jasin.machkour@tu-darmstadt.de> |
| License | GPL (>= 3) |
| Version | 1.0.1 |
| URL | https://github.com/jasinmachkour/tlars https://arxiv.org/abs/2110.06048 |
| Package repository | View on CRAN |
| Installation |
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