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ProxReg
View on CRAN: Click
here
Download and install ProxReg package within the R console
Install from CRAN:
install.packages("ProxReg")
Install from Github:
library("remotes")
install_github("cran/ProxReg") Install by package version:
library("remotes")
install_version("ProxReg", "1.1.2") Attach the package and use:
library("ProxReg")
Maintained by
YingHong Chen
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[Scholar Profile | Author Map]
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First Published: 2025-03-15
Latest Update: 2025-06-17
Description:
Implements optimization techniques for Lasso regression, R.Tibshirani(1996)<doi:10.1111/j.2517-6161.1996.tb02080.x> using Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) and Iterative Shrinkage-Thresholding Algorithm (ISTA) based on proximal operators, A.Beck(2009)<doi:10.1137/080716542>. The package is useful for high-dimensional regression problems and includes cross-validation procedures to select optimal penalty parameters.
How to cite:
YingHong Chen (2025). ProxReg: Linear Models for Prediction and Classification using Proximal Operators. R package version 1.1.2, https://cran.r-project.org/web/packages/ProxReg. Accessed 24 Oct. 2026.
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