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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 734.2 kB | win-64/r-flare-1.7.0.1-r43h11b023d_3.conda  1 year and 15 days ago 271 main
conda 738.3 kB | win-64/r-flare-1.7.0.1-r44h11b023d_3.conda  1 year and 15 days ago 275 main
conda 736.8 kB | osx-64/r-flare-1.7.0.1-r43h6b9d099_3.conda  1 year and 15 days ago 209 main
conda 740.6 kB | osx-64/r-flare-1.7.0.1-r44h6b9d099_3.conda  1 year and 15 days ago 220 main
conda 737.5 kB | linux-64/r-flare-1.7.0.1-r43hdb488b9_3.conda  1 year and 15 days ago 1210 main
conda 741.0 kB | linux-64/r-flare-1.7.0.1-r44hdb488b9_3.conda  1 year and 15 days ago 1186 main
conda 736.3 kB | win-64/r-flare-1.7.0.1-r41h6d2157b_2.conda  2 years and 2 months ago 469 main
conda 741.3 kB | osx-64/r-flare-1.7.0.1-r42h6dc245f_2.conda  2 years and 2 months ago 244 main
conda 739.7 kB | osx-64/r-flare-1.7.0.1-r43h6dc245f_2.conda  2 years and 2 months ago 238 main
conda 738.8 kB | linux-64/r-flare-1.7.0.1-r42h57805ef_2.conda  2 years and 2 months ago 1815 main
conda 737.0 kB | linux-64/r-flare-1.7.0.1-r43h57805ef_2.conda  2 years and 2 months ago 1822 main
conda 763.1 kB | win-64/r-flare-1.7.0.1-r41h6d2157b_1.tar.bz2  2 years and 10 months ago 545 main
conda 773.1 kB | osx-64/r-flare-1.7.0.1-r41h815d134_1.tar.bz2  2 years and 10 months ago 76 main
conda 773.0 kB | osx-64/r-flare-1.7.0.1-r42h815d134_1.tar.bz2  2 years and 10 months ago 75 main
conda 765.1 kB | linux-64/r-flare-1.7.0.1-r41h06615bd_1.tar.bz2  2 years and 10 months ago 2149 main
conda 765.7 kB | linux-64/r-flare-1.7.0.1-r42h06615bd_1.tar.bz2  2 years and 10 months ago 2126 main
conda 762.9 kB | win-64/r-flare-1.7.0.1-r41h6d2157b_0.tar.bz2  3 years and 2 months ago 716 main
conda 777.8 kB | win-64/r-flare-1.7.0.1-r40h6d2157b_0.tar.bz2  3 years and 2 months ago 701 main
conda 773.2 kB | osx-64/r-flare-1.7.0.1-r40h67d6963_0.tar.bz2  3 years and 2 months ago 91 main
conda 773.4 kB | osx-64/r-flare-1.7.0.1-r41h67d6963_0.tar.bz2  3 years and 2 months ago 92 main
conda 764.6 kB | linux-64/r-flare-1.7.0.1-r41h06615bd_0.tar.bz2  3 years and 2 months ago 2450 main
conda 764.1 kB | linux-64/r-flare-1.7.0.1-r40h06615bd_0.tar.bz2  3 years and 2 months ago 2476 main

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