michaelyanwang/divideconquer: Divide-and-conquer adaptive lasso using least square approximation

divideconquer package reduces the computational burden for fitting adaptive lasso when n>>p, through the combinatorial use of divide and conquer, least square approximation, and one-step estimator.

Getting started

Package details

AuthorYan Wang, Tianxi Cai
MaintainerYan Wang <yaw719@mail.harvard.edu>
License
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("michaelyanwang/divideconquer")
michaelyanwang/divideconquer documentation built on Aug. 16, 2019, 10:11 a.m.