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MADMMplasso  

Multi Variate Multi Response ADMM with Interaction Effects
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("MADMMplasso", "1.0.1")



Attach the package and use:
library("MADMMplasso")
Maintained by
Waldir Leoncio
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-01-08
Latest Update: 2025-01-08
Description:
This system allows one to model a multi-variate, multi-response problem with interaction effects. It combines the usual squared error loss for the multi-response problem with some penalty terms to encourage responses that correlate to form groups and also allow for modeling main and interaction effects that exit within the covariates. The optimization method employed is the Alternating Direction Method of Multipliers (ADMM). The implementation is based on the methodology presented on Quachie Asenso, T., & Zucknick, M. (2023) <doi:10.48550/arXiv.2303.11155>.
How to cite:
Waldir Leoncio (2025). MADMMplasso: Multi Variate Multi Response ADMM with Interaction Effects. R package version 1.0.1, https://cran.r-project.org/web/packages/MADMMplasso. Accessed 04 Jul. 2026.
Previous versions and publish date:
1.0.0 (2025-01-08 17:40)
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Complete documentation for MADMMplasso
Functions, R codes and Examples using the MADMMplasso R package
Full MADMMplasso package functions and examples
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