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 16 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:39), 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

bbdetection  
Identification of Bull and Bear States of the Market
Implements two algorithms of detecting Bull and Bear markets in stock prices: the algorithm of Pagan ...
Download / Learn more Package Citations See dependency  
tibble  
Simple Data Frames
Provides a 'tbl_df' class (the 'tibble') with stricter checking and better formatting than the tradi ...
Download / Learn more Package Citations See dependency  
wordnet  
WordNet Interface
An interface to WordNet using the Jawbone Java API to WordNet. WordNet (< ...
Download / Learn more Package Citations See dependency  
schoolmath  
Functions and Datasets for Math Used in School
Contains functions and datasets for math taught in school. A main focus is set to prime-calculation. ...
Download / Learn more Package Citations See dependency  
tarchetypes  
Archetypes for Targets
Function-oriented Make-like declarative pipelines for Statistics and data science are supported in t ...
Download / Learn more Package Citations See dependency  
stevedata  
Steve's Toy Data for Teaching About a Variety of Methodological, Social, and Political Topics
This is a collection of various kinds of data with broad uses for teaching. My students, and academ ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

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