Implementation of an alternating direction method of multipliers algorithm for fitting a linear model with tree-based lasso regularization, which is proposed in Algorithm 1 of Yan and Bien (2018) <doi:10.48550/arXiv.1803.06675>. The package allows efficient model fitting on the entire 2-dimensional regularization path for large datasets. The complete set of functions also makes the entire process of tuning regularization parameters and visualizing results hassle-free.
Version: | 0.1.1 |
Depends: | R (≥ 3.2.1) |
Imports: | Matrix, glmnet, Rcpp |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | knitr, dendextend, rmarkdown |
Published: | 2018-08-03 |
DOI: | 10.32614/CRAN.package.rare |
Author: | Xiaohan Yan [aut, cre], Jacob Bien [aut, cre] |
Maintainer: | Xiaohan Yan <xy257 at cornell.edu> |
BugReports: | https://github.com/yanxht/rare/issues |
License: | GPL-3 |
URL: | https://github.com/yanxht/rare |
NeedsCompilation: | yes |
CRAN checks: | rare results |
Reference manual: | rare.pdf |
Vignettes: |
Using the rare package |
Package source: | rare_0.1.1.tar.gz |
Windows binaries: | r-devel: rare_0.1.1.zip, r-release: rare_0.1.1.zip, r-oldrel: rare_0.1.1.zip |
macOS binaries: | r-release (arm64): rare_0.1.1.tgz, r-oldrel (arm64): rare_0.1.1.tgz, r-release (x86_64): rare_0.1.1.tgz, r-oldrel (x86_64): rare_0.1.1.tgz |
Old sources: | rare archive |
Reverse imports: | protoshiny |
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