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ADMMnet  

Regularized Model with Selecting the Number of Non-Zeros
View on CRAN: Click here


Download and install ADMMnet package within the R console
Install from CRAN:
install.packages("ADMMnet")

Install from Github:
library("remotes")
install_github("cran/ADMMnet")

Install by package version:
library("remotes")
install_version("ADMMnet", "0.1.1")



Attach the package and use:
library("ADMMnet")
Maintained by
Xiang Li
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-12-12
Latest Update: 2023-08-19
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.
How to cite:
Xiang Li (2015). ADMMnet: Regularized Model with Selecting the Number of Non-Zeros. R package version 0.1.1, https://cran.r-project.org/web/packages/ADMMnet. Accessed 06 Nov. 2024.
Previous versions and publish date:
0.1.1 (2020-10-14 18:34), 0.1 (2015-12-12 09:41)
Other packages that cited ADMMnet R package
View ADMMnet citation profile
Other R packages that ADMMnet depends, imports, suggests or enhances
Functions, R codes and Examples using the ADMMnet R package
Some associated functions: ADMMnet-package . ADMMnet . print.ADMMnet . 
Some associated R codes: ADMMini.R . ADMMnet.R . RcppExports.R . net_cox.R . net_lm.R . print.ADMMnet.R .  Full ADMMnet package functions and examples
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