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Provide the implementation of a family of Lasso variants including Dantzig Selector, LAD Lasso, SQRT Lasso, Lq Lasso for estimating high dimensional sparse linear model. We adopt the alternating direction method of multipliers and convert the original optimization problem into a sequential L1 penalized least square minimization problem, which can be efficiently solved by linearization algorithm. A multi-stage screening approach is adopted for further acceleration. Besides the sparse linear model estimation, we also provide the extension of these Lasso variants to sparse Gaussian graphical model estimation including TIGER and CLIME using either L1 or adaptive penalty. Missing values can be tolerated for Dantzig selector and CLIME. The computation is memory-optimized using the sparse matrix output.

copied from cf-staging / r-flare
Type Size Name Uploaded Downloads Labels
conda 738.2 kB | win-64/r-flare-1.7.0.2-r43h11b023d_0.conda  7 months and 24 days ago 146 main
conda 742.3 kB | win-64/r-flare-1.7.0.2-r44h11b023d_0.conda  7 months and 24 days ago 165 main
conda 739.9 kB | osx-64/r-flare-1.7.0.2-r43h79f565e_0.conda  7 months and 24 days ago 128 main
conda 744.7 kB | osx-64/r-flare-1.7.0.2-r44h79f565e_0.conda  7 months and 24 days ago 110 main
conda 744.8 kB | linux-64/r-flare-1.7.0.2-r44h2b5f3a1_0.conda  7 months and 24 days ago 728 main
conda 740.4 kB | linux-64/r-flare-1.7.0.2-r43h2b5f3a1_0.conda  7 months and 24 days ago 712 main
conda 734.2 kB | win-64/r-flare-1.7.0.1-r43h11b023d_3.conda  10 months and 25 days ago 263 main
conda 738.3 kB | win-64/r-flare-1.7.0.1-r44h11b023d_3.conda  10 months and 25 days ago 267 main
conda 736.8 kB | osx-64/r-flare-1.7.0.1-r43h6b9d099_3.conda  10 months and 25 days ago 206 main
conda 740.6 kB | osx-64/r-flare-1.7.0.1-r44h6b9d099_3.conda  10 months and 25 days ago 217 main
conda 737.5 kB | linux-64/r-flare-1.7.0.1-r43hdb488b9_3.conda  10 months and 25 days ago 1109 main
conda 741.0 kB | linux-64/r-flare-1.7.0.1-r44hdb488b9_3.conda  10 months and 25 days ago 1089 main
conda 736.3 kB | win-64/r-flare-1.7.0.1-r41h6d2157b_2.conda  2 years and 9 days ago 465 main
conda 741.3 kB | osx-64/r-flare-1.7.0.1-r42h6dc245f_2.conda  2 years and 9 days ago 243 main
conda 739.7 kB | osx-64/r-flare-1.7.0.1-r43h6dc245f_2.conda  2 years and 9 days ago 237 main
conda 738.8 kB | linux-64/r-flare-1.7.0.1-r42h57805ef_2.conda  2 years and 9 days ago 1724 main
conda 737.0 kB | linux-64/r-flare-1.7.0.1-r43h57805ef_2.conda  2 years and 9 days ago 1732 main
conda 763.1 kB | win-64/r-flare-1.7.0.1-r41h6d2157b_1.tar.bz2  2 years and 8 months ago 542 main
conda 773.1 kB | osx-64/r-flare-1.7.0.1-r41h815d134_1.tar.bz2  2 years and 8 months ago 74 main
conda 773.0 kB | osx-64/r-flare-1.7.0.1-r42h815d134_1.tar.bz2  2 years and 8 months ago 73 main
conda 765.1 kB | linux-64/r-flare-1.7.0.1-r41h06615bd_1.tar.bz2  2 years and 8 months ago 2054 main
conda 765.7 kB | linux-64/r-flare-1.7.0.1-r42h06615bd_1.tar.bz2  2 years and 8 months ago 2032 main
conda 762.9 kB | win-64/r-flare-1.7.0.1-r41h6d2157b_0.tar.bz2  3 years and 1 month ago 712 main
conda 777.8 kB | win-64/r-flare-1.7.0.1-r40h6d2157b_0.tar.bz2  3 years and 1 month ago 698 main
conda 773.2 kB | osx-64/r-flare-1.7.0.1-r40h67d6963_0.tar.bz2  3 years and 1 month ago 89 main

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