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RSO
View on CRAN: Click
here
Download and install RSO package within the R console
Install from CRAN:
install.packages("RSO")
Install from Github:
library("remotes")
install_github("cran/RSO") Install by package version:
library("remotes")
install_version("RSO", "1.0.0") Attach the package and use:
library("RSO")
Maintained by
Murat Genc
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[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-07-06
Latest Update: 2026-07-06
Description:
Implements the Ridge Selection Operator (RSO) for variable selection in linear regression as proposed by Wu (2021) <doi:10.1080/00401706.2020.1791254>. The RSO method extends classical ridge regression by using individually penalized ridge parameters, inducing sparsity through reciprocal penalty parameters. This package provides a fast C++ implementation ('RSOFast') using 'Armadillo' linear algebra routines. The fast implementation precomputes matrix products, uses Cholesky factorization with primal/dual switching, and performs golden-section search for coordinate optimization.
How to cite:
Murat Genc (2026). RSO: Ridge Selection Operator for Sparse Linear Regression. R package version 1.0.0, https://cran.r-project.org/web/packages/RSO. Accessed 14 Jul. 2026.
Previous versions and publish date:
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