Package: ADMMnet
Type: Package
Title: Regularized Model with Selecting the Number of Non-Zeros
Version: 0.1
Date: 2015-12-10
Author: Xiang Li, Shanghong Xie, Donglin Zeng and Yuanjia Wang
Maintainer: Xiang Li <xl2473@cumc.columbia.edu>
Description: 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.
License: GPL (>= 2)
Imports: Rcpp (>= 0.12.2)
LinkingTo: Rcpp, RcppEigen
Depends: Matrix (>= 1.2-3)
Packaged: 2015-12-12 00:32:18 UTC; xl2473
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2015-12-12 09:41:54
Built: R 3.4.0; x86_64-apple-darwin15.6.0; 2017-04-20 21:09:53 UTC; unix
Archs: ADMMnet.so.dSYM
