ADMMnet: Regularized Model with Selecting the Number of Non-Zeros

Fit linear and cox models regularized with net (L1 and Laplacian), elastic-net (L1 and L2) or lasso (L1) penalty, and their adaptive forms, such as adaptive lasso and net adjusting for signs of linked coefficients. In addition, it treats the number of non-zero coefficients as another tuning parameter and simultaneously selects with the regularization parameter. The package uses one-step coordinate descent algorithm and runs extremely fast by taking into account the sparsity structure of coefficients.

Version: 0.1
Depends: Matrix (≥ 1.2-3)
Imports: Rcpp (≥ 0.12.2)
LinkingTo: Rcpp, RcppEigen
Published: 2015-12-12
Author: Xiang Li, Shanghong Xie, Donglin Zeng and Yuanjia Wang
Maintainer: Xiang Li <xl2473 at cumc.columbia.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: ADMMnet results

Downloads:

Reference manual: ADMMnet.pdf
Package source: ADMMnet_0.1.tar.gz
Windows binaries: r-devel: ADMMnet_0.1.zip, r-release: ADMMnet_0.1.zip, r-oldrel: ADMMnet_0.1.zip
OS X El Capitan binaries: r-release: ADMMnet_0.1.tgz
OS X Mavericks binaries: r-oldrel: ADMMnet_0.1.tgz

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