Other packages > Find by keyword >

flare  

Family of Lasso Regression
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("flare", "1.7.0.2")



Attach the package and use:
library("flare")
Maintained by
Xingguo Li
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-11-27
Latest Update: 2024-11-04
Description:
Provide the implementation of a family of Lasso variants including Dantzig Selector, LAD Lasso, SQRT Lasso, Lq Lasso for estimating high dimensional sparse linear model. We adopt the alternating direction method of multipliers and convert the original optimization problem into a sequential L1 penalized least square minimization problem, which can be efficiently solved by linearization algorithm. A multi-stage screening approach is adopted for further acceleration. Besides the sparse linear model estimation, we also provide the extension of these Lasso variants to sparse Gaussian graphical model estimation including TIGER and CLIME using either L1 or adaptive penalty. Missing values can be tolerated for Dantzig selector and CLIME. The computation is memory-optimized using the sparse matrix output. For more information, please refer to .
How to cite:
Xingguo Li (2012). flare: Family of Lasso Regression. R package version 1.7.0.2, https://cran.r-project.org/web/packages/flare. Accessed 06 Mar. 2026.
Previous versions and publish date:
0.9.6 (2012-11-27 18:51), 0.9.7 (2012-11-30 18:38), 0.9.8 (2013-01-27 08:13), 0.9.9 (2013-04-01 15:52), 1.0.0 (2013-08-27 17:02), 1.1.0 (2014-03-13 08:05), 1.2.0 (2014-03-30 17:39), 1.3.0 (2014-04-26 07:09), 1.4.0 (2014-07-09 08:19), 1.5.0 (2014-10-19 01:53), 1.6.0.1 (2019-07-02 09:34), 1.6.0.2 (2019-08-02 15:00), 1.6.0 (2018-03-25 17:01), 1.7.0.1 (2022-05-23 10:02), 1.7.0.2 (2024-11-04 19:35), 1.7.0 (2020-12-01 01:30)
Other packages that cited flare R package
View flare citation profile
Other R packages that flare depends, imports, suggests or enhances
Complete documentation for flare
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

solitude  
An Implementation of Isolation Forest
Isolation forest is anomaly detection method introduced by the paper Isolation based Anomaly Detecti ...
Download / Learn more Package Citations See dependency  
EMVS  
The Expectation-Maximization Approach to Bayesian Variable Selection
An efficient expectation-maximization algorithm for fitting Bayesian spike-and-slab regularization p ...
Download / Learn more Package Citations See dependency  
mlr3viz  
Visualizations for 'mlr3'
Visualization package of the 'mlr3' ecosystem. It features plots for mlr3 objects such as tasks, le ...
Download / Learn more Package Citations See dependency  
lbfgs  
Limited-memory BFGS Optimization
A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implem ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
openxlsx  
Read, Write and Edit xlsx Files
Simplifies the creation of Excel .xlsx files by providing a high level interface to writing, stylin ...
Download / Learn more Package Citations See dependency  

26,264

R Packages

223,360

Dependencies

70,244

Author Associations

26,265

Publication Badges

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