Package: BrokenAdaptiveRidge 1.0.0

BrokenAdaptiveRidge: Broken Adaptive Ridge Regression with Cyclops

Approximates best-subset selection (L0) regression with an iteratively adaptive Ridge (L2) penalty for large-scale models. This package uses Cyclops for an efficient implementation and the iterative method is described in Kawaguchi et al (2020) <doi:10.1002/sim.8438> and Li et al (2021) <doi:10.1016/j.jspi.2020.12.001>.

Authors:Marc A. Suchard [aut, cre], Eric Kawaguchi [aut], Ning Li [aut], Gang Li [aut], Observational Health Data Sciences and Informatics [cph]

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2 exports 0.00 score 45 dependencies 5 scripts 352 downloads

Last updated 1 years agofrom:098ab2af7a. Checks:OK: 5 NOTE: 2. Indexed: yes.

Exports:createBarPriorcreateFastBarPrior

Dependencies:Andromedabitbit64blobcachemclicpp11CyclopsDBIdbplyrdplyrfansifastmapformatRfutile.loggerfutile.optionsgenericsgluehmslambda.rlatticelifecyclemagrittrMatrixmemoisepillarpkgconfigplogrpurrrR6RcppRcppEigenRcppParallelrlangRSQLitestringistringrsurvivaltibbletidyrtidyselectutf8vctrswithrzip