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]

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IterativeHardThresholding/json (API)
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2 exports 0.00 score 45 dependencies 3 scripts 327 downloads

Last updated 2 years agofrom:2f8042d2d3. Checks:OK: 5 NOTE: 2. Indexed: yes.

Exports:createFastIhtPriorcreateIhtPrior

Dependencies:Andromedabitbit64blobcachemclicpp11CyclopsDBIdbplyrdplyrfansifastmapgenericsgluehmsjsonlitelatticelifecyclemagrittrMatrixmemoiseParallelLoggerpillarpkgconfigplogrpurrrR6RcppRcppEigenRcppParallelrlangRSQLitesnowstringistringrsurvivaltibbletidyrtidyselectutf8vctrswithrxml2zip