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r-iterativehardthresholding

Anaconda Verified

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.

Installation

To install this package, run one of the following:

Conda
$conda install r::r-iterativehardthresholding

Usage Tracking

1.0.2
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Downloads (Last 6 months): 0

About

Summary

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.

Last Updated

Jan 16, 2024 at 22:08

License

Apache License 2.0

Total Downloads

36

Supported Platforms

noarch