tlars: The T-LARS Algorithm: Early-Terminated Forward Variable Selection

Computes the solution path of the Terminating-LARS (T-LARS) algorithm. The T-LARS algorithm is a major building block of the T-Rex selector (see R package 'trex'). The package is based on the papers Machkour, Muma, and Palomar (2021) <arXiv:2110.06048>, Efron, Hastie, Johnstone, and Tibshirani (2004) <doi:10.1214/009053604000000067>, and Tibshirani (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x>.

Version: 0.0.1
Depends: R (≥ 2.10)
Imports: Rcpp, methods, stats, graphics
LinkingTo: RcppArmadillo, Rcpp
Suggests: knitr, rmarkdown, ggplot2, patchwork, testthat (≥ 3.0.0)
Published: 2022-07-15
Author: Jasin Machkour [aut, cre], Simon Tien [aut], Daniel P. Palomar [aut], Michael Muma [aut]
Maintainer: Jasin Machkour <jasin.machkour at>
License: GPL (≥ 3)
NeedsCompilation: yes
Citation: tlars citation info
Materials: README NEWS
CRAN checks: tlars results


Reference manual: tlars.pdf
Vignettes: The Terminating-LARS (T-LARS) Method: Usage and Simulations


Package source: tlars_0.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): tlars_0.0.1.tgz, r-oldrel (arm64): tlars_0.0.1.tgz, r-release (x86_64): tlars_0.0.1.tgz, r-oldrel (x86_64): tlars_0.0.1.tgz


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