Learn R Programming

ProxReg (version 1.1.2)

Linear Models for Prediction and Classification using Proximal Operators

Description

Implements optimization techniques for Lasso regression, R.Tibshirani(1996) using Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) and Iterative Shrinkage-Thresholding Algorithm (ISTA) based on proximal operators, A.Beck(2009). The package is useful for high-dimensional regression problems and includes cross-validation procedures to select optimal penalty parameters.

Copy Link

Version

Install

install.packages('ProxReg')

Monthly Downloads

125

Version

1.1.2

License

MIT + file LICENSE

Maintainer

YingHong Chen

Last Published

June 17th, 2025

Functions in ProxReg (1.1.2)

ols_KCV

K-Fold Cross Validation for OLS
lasso_fista

Lasso regression with fixed step with FISTA algorithm
lasso_ista

Lasso regression with fixed step with ISTA algorithm
lasso_multi

Lasso logistic regression for multinomial response variable with fixed step
l_CV

K-Fold Cross validation for L1/L2 regression
delete_rect

rectangular hole in image
k_fold_cross

k_fold_cross
inpainting

image recovery using Lasso regression
lasso_fista_back

Lasso regression with backtraking line research with FISTA algorithm
lasso_multi_back

Lasso regression with backtraking line research for multinomial response variable
lasso_ista_back

Lasso regression with backtraking line research
ols

Ordinary Least Square regression
softmax

Softmax function for multinomial response variable
ridge

Ridge regression