Package: IterativeHardThresholding 1.0.2

IterativeHardThresholding: Iterative Hard Thresholding Extensions to Cyclops

Fits large-scale regression models with a penalty that restricts the maximum number of non-zero regression coefficients to a prespecified value. While Chu et al (2020) <doi:10.1093/gigascience/giaa044> describe the basic algorithm, this package uses Cyclops for an efficient implementation.

Authors:Marc A. Suchard [aut, cre], Patrick Ryan [aut], Observational Health Data Sciences and Informatics [cph]