| Name : R-flare
| |
| Version : 1.7.0.1
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.6.4
| Date : 2024-06-14 11:15:06
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| Group : Development/Libraries/Other
| Source RPM : R-flare-1.7.0.1-lp153.6.4.src.rpm
|
| Size : 0.78 MB
| |
| Packager : (none)
| |
| Summary : Family of Lasso Regression
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Description :
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. For more information,
please refer to < https://www.jmlr.org/papers/volume16/li15a/li15a.pdf>.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
