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IterativeHardThresholding  

Iterative Hard Thresholding Extensions to Cyclops
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("IterativeHardThresholding", "1.0.2")



Attach the package and use:
library("IterativeHardThresholding")
Maintained by
Marc A. Suchard
[Scholar Profile | Author Map]
First Published: 2022-09-08
Latest Update: 2022-09-08
Description:
Fits large-scale regression models with a penalty that restricts the maximum number of non-zero regression coefficients to a prespecified value. While Chu et al (2020) describe the basic algorithm, this package uses Cyclops for an efficient implementation.
How to cite:
Marc A. Suchard (2022). IterativeHardThresholding: Iterative Hard Thresholding Extensions to Cyclops. R package version 1.0.2, https://cran.r-project.org/web/packages/IterativeHardThresholding. Accessed 29 Mar. 2025.
Previous versions and publish date:
No previous versions
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Complete documentation for IterativeHardThresholding
Functions, R codes and Examples using the IterativeHardThresholding R package
Some associated functions: createFastIhtPrior . createIhtPrior . 
Some associated R codes: FastIhtPrior.R . Prior.R .  Full IterativeHardThresholding package functions and examples
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