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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 10 days ago 270 main
conda 738.3 kB | win-64/r-flare-1.7.0.1-r44h11b023d_3.conda  1 year and 10 days ago 274 main
conda 736.8 kB | osx-64/r-flare-1.7.0.1-r43h6b9d099_3.conda  1 year and 10 days ago 209 main
conda 740.6 kB | osx-64/r-flare-1.7.0.1-r44h6b9d099_3.conda  1 year and 10 days ago 220 main
conda 737.5 kB | linux-64/r-flare-1.7.0.1-r43hdb488b9_3.conda  1 year and 10 days ago 1202 main
conda 741.0 kB | linux-64/r-flare-1.7.0.1-r44hdb488b9_3.conda  1 year and 10 days ago 1178 main
conda 736.3 kB | win-64/r-flare-1.7.0.1-r41h6d2157b_2.conda  2 years and 1 month ago 468 main
conda 741.3 kB | osx-64/r-flare-1.7.0.1-r42h6dc245f_2.conda  2 years and 1 month ago 244 main
conda 739.7 kB | osx-64/r-flare-1.7.0.1-r43h6dc245f_2.conda  2 years and 1 month ago 238 main
conda 738.8 kB | linux-64/r-flare-1.7.0.1-r42h57805ef_2.conda  2 years and 1 month ago 1806 main
conda 737.0 kB | linux-64/r-flare-1.7.0.1-r43h57805ef_2.conda  2 years and 1 month ago 1814 main
conda 763.1 kB | win-64/r-flare-1.7.0.1-r41h6d2157b_1.tar.bz2  2 years and 9 months ago 544 main
conda 773.1 kB | osx-64/r-flare-1.7.0.1-r41h815d134_1.tar.bz2  2 years and 9 months ago 75 main
conda 773.0 kB | osx-64/r-flare-1.7.0.1-r42h815d134_1.tar.bz2  2 years and 9 months ago 74 main
conda 765.1 kB | linux-64/r-flare-1.7.0.1-r41h06615bd_1.tar.bz2  2 years and 9 months ago 2141 main
conda 765.7 kB | linux-64/r-flare-1.7.0.1-r42h06615bd_1.tar.bz2  2 years and 9 months ago 2118 main
conda 762.9 kB | win-64/r-flare-1.7.0.1-r41h6d2157b_0.tar.bz2  3 years and 2 months ago 715 main
conda 777.8 kB | win-64/r-flare-1.7.0.1-r40h6d2157b_0.tar.bz2  3 years and 2 months ago 700 main
conda 773.2 kB | osx-64/r-flare-1.7.0.1-r40h67d6963_0.tar.bz2  3 years and 2 months ago 90 main
conda 773.4 kB | osx-64/r-flare-1.7.0.1-r41h67d6963_0.tar.bz2  3 years and 2 months ago 91 main
conda 764.6 kB | linux-64/r-flare-1.7.0.1-r41h06615bd_0.tar.bz2  3 years and 2 months ago 2443 main
conda 764.1 kB | linux-64/r-flare-1.7.0.1-r40h06615bd_0.tar.bz2  3 years and 2 months ago 2468 main

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