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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  6 months and 29 days ago 143 main
conda 742.3 kB | win-64/r-flare-1.7.0.2-r44h11b023d_0.conda  6 months and 29 days ago 162 main
conda 739.9 kB | osx-64/r-flare-1.7.0.2-r43h79f565e_0.conda  6 months and 29 days ago 124 main
conda 744.7 kB | osx-64/r-flare-1.7.0.2-r44h79f565e_0.conda  6 months and 29 days ago 106 main
conda 744.8 kB | linux-64/r-flare-1.7.0.2-r44h2b5f3a1_0.conda  6 months and 29 days ago 656 main
conda 740.4 kB | linux-64/r-flare-1.7.0.2-r43h2b5f3a1_0.conda  6 months and 29 days ago 651 main
conda 734.2 kB | win-64/r-flare-1.7.0.1-r43h11b023d_3.conda  9 months and 30 days ago 260 main
conda 738.3 kB | win-64/r-flare-1.7.0.1-r44h11b023d_3.conda  9 months and 30 days ago 264 main
conda 736.8 kB | osx-64/r-flare-1.7.0.1-r43h6b9d099_3.conda  9 months and 30 days ago 202 main
conda 740.6 kB | osx-64/r-flare-1.7.0.1-r44h6b9d099_3.conda  9 months and 30 days ago 213 main
conda 737.5 kB | linux-64/r-flare-1.7.0.1-r43hdb488b9_3.conda  9 months and 30 days ago 1042 main
conda 741.0 kB | linux-64/r-flare-1.7.0.1-r44hdb488b9_3.conda  9 months and 30 days ago 1025 main
conda 736.3 kB | win-64/r-flare-1.7.0.1-r41h6d2157b_2.conda  1 year and 11 months ago 462 main
conda 741.3 kB | osx-64/r-flare-1.7.0.1-r42h6dc245f_2.conda  1 year and 11 months ago 242 main
conda 739.7 kB | osx-64/r-flare-1.7.0.1-r43h6dc245f_2.conda  1 year and 11 months ago 235 main
conda 738.8 kB | linux-64/r-flare-1.7.0.1-r42h57805ef_2.conda  1 year and 11 months ago 1651 main
conda 737.0 kB | linux-64/r-flare-1.7.0.1-r43h57805ef_2.conda  1 year and 11 months ago 1669 main
conda 763.1 kB | win-64/r-flare-1.7.0.1-r41h6d2157b_1.tar.bz2  2 years and 7 months ago 540 main
conda 773.1 kB | osx-64/r-flare-1.7.0.1-r41h815d134_1.tar.bz2  2 years and 7 months ago 73 main
conda 773.0 kB | osx-64/r-flare-1.7.0.1-r42h815d134_1.tar.bz2  2 years and 7 months ago 71 main
conda 765.1 kB | linux-64/r-flare-1.7.0.1-r41h06615bd_1.tar.bz2  2 years and 7 months ago 1989 main
conda 765.7 kB | linux-64/r-flare-1.7.0.1-r42h06615bd_1.tar.bz2  2 years and 7 months ago 1967 main
conda 762.9 kB | win-64/r-flare-1.7.0.1-r41h6d2157b_0.tar.bz2  3 years and 9 days ago 709 main
conda 777.8 kB | win-64/r-flare-1.7.0.1-r40h6d2157b_0.tar.bz2  3 years and 9 days ago 695 main
conda 773.2 kB | osx-64/r-flare-1.7.0.1-r40h67d6963_0.tar.bz2  3 years and 9 days ago 87 main

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