Other packages > Find by keyword >

TFRE  

A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("TFRE", "0.1.0")



Attach the package and use:
library("TFRE")
Maintained by
Yunan Wu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-01-31
Latest Update: 2024-01-31
Description:
Provide functions to estimate the coefficients in high-dimensional linear regressions via a tuning-free and robust approach. The method was published in Wang, L., Peng, B., Bradic, J., Li, R. and Wu, Y. (2020), "A Tuning-free Robust and Efficient Approach to High-dimensional Regression", Journal of the American Statistical Association, 115:532, 1700-1714(JASA’s discussion paper), <doi:10.1080/01621459.2020.1840989>. See also Wang, L., Peng, B., Bradic, J., Li, R. and Wu, Y. (2020), "Rejoinder to “A tuning-free robust and efficient approach to high-dimensional regression". Journal of the American Statistical Association, 115, 1726-1729, <doi:10.1080/01621459.2020.1843865>; Peng, B. and Wang, L. (2015), "An Iterative Coordinate Descent Algorithm for High-Dimensional Nonconvex Penalized Quantile Regression", Journal of Computational and Graphical Statistics, 24:3, 676-694, <doi:10.1080/10618600.2014.913516>; Clémençon, S., Colin, I., and Bellet, A. (2016), "Scaling-up empirical risk minimization: optimization of incomplete u-statistics", The Journal of Machine Learning Research, 17(1):2682–2717; Fan, J. and Li, R. (2001), "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties", Journal of the American Statistical Association, 96:456, 1348-1360, <doi:10.1198/016214501753382273>.
How to cite:
Yunan Wu (2024). TFRE: A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression. R package version 0.1.0, https://cran.r-project.org/web/packages/TFRE. Accessed 21 Aug. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited TFRE R package
View TFRE citation profile
Other R packages that TFRE depends, imports, suggests or enhances
Complete documentation for TFRE
Functions, R codes and Examples using the TFRE R package
Full TFRE package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
artfima  
ARTFIMA Model Estimation
Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stat ...
Download / Learn more Package Citations See dependency  
preputils  
Utilities for Preparation of Data Analysis
Miscellaneous small utilities are provided to mitigate issues with messy, inconsistent or high dimen ...
Download / Learn more Package Citations See dependency  
potential  
Implementation of the Potential Model
Provides functions to compute the potential model as defined by Stewart (1941) ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,034

Author Associations

28,333

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA