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RSO  

Ridge Selection Operator for Sparse Linear Regression
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
[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 07 Aug. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited RSO R package
View RSO citation profile
Other R packages that RSO depends, imports, suggests or enhances
Complete documentation for RSO
Functions, R codes and Examples using the RSO R package
Full RSO package functions and examples
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