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BrokenAdaptiveRidge  

Broken Adaptive Ridge Regression with Cyclops
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("BrokenAdaptiveRidge", "1.0.0")



Attach the package and use:
library("BrokenAdaptiveRidge")
Maintained by
Marc A. Suchard
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-04-07
Latest Update: 2023-04-07
Description:
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) and Li et al (2021) .
How to cite:
Marc A. Suchard (2023). BrokenAdaptiveRidge: Broken Adaptive Ridge Regression with Cyclops. R package version 1.0.0, https://cran.r-project.org/web/packages/BrokenAdaptiveRidge. Accessed 22 Dec. 2024.
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Complete documentation for BrokenAdaptiveRidge
Functions, R codes and Examples using the BrokenAdaptiveRidge R package
Some associated functions: createBarPrior . createFastBarPrior . 
Some associated R codes: Prior.R . fastBarPrior.R .  Full BrokenAdaptiveRidge package functions and examples
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