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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", "1.7.0.1")



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: 2022-05-23
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 1.7.0.1, https://cran.r-project.org/web/packages/flare
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 (2020-12-01 01:30)
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