Approximates best-subset selection (L0) regression with
an iteratively adaptive Ridge (L2) penalty for large-scale models.
This package uses Cyclops for an efficient implementation and the
iterative method is described in Kawaguchi et al (2020)
<doi:10.1002/sim.8438> and Li et al (2021)
<doi:10.1016/j.jspi.2020.12.001>.
| Version: |
1.0.0 |
| Depends: |
R (≥ 3.2.2), Cyclops (≥ 3.0.0) |
| Imports: |
futile.logger, bit64 |
| Suggests: |
testthat, survival, knitr, rmarkdown |
| Published: |
2023-04-07 |
| DOI: |
10.32614/CRAN.package.BrokenAdaptiveRidge |
| Author: |
Marc A. Suchard [aut, cre],
Eric Kawaguchi [aut],
Ning Li [aut],
Gang Li [aut],
Observational Health Data Sciences and Informatics [cph] |
| Maintainer: |
Marc A. Suchard <msuchard at ucla.edu> |
| License: |
Apache License 2.0 |
| NeedsCompilation: |
no |
| Citation: |
BrokenAdaptiveRidge citation info |
| Materials: |
README |
| CRAN checks: |
BrokenAdaptiveRidge results |