flare v1.5.0


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by Xingguo Li

Family of Lasso Regression

The package "flare" provides 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.

Functions in flare

Name Description
sugm.roc Draw ROC Curve for an object with S3 class "sugm"
plot.slim Plot Function for "slim"
sugm.select Model selection for high-dimensional undirected graphical models
print.select Print Function for for an object with S3 class "select"
sugm.generator Data generator for sparse undirected graph estimation.
plot.select Plot Function for "select"
plot.sim Plot Function for "sim"
plot.sugm Plot Function for "sugm"
coef.slim Extract Model Coefficients for an object with S3 class "slim"
print.sugm Print Function for an object with S3 class "sugm"
sugm High-deimensional Sparse Undirected Graphical Models.
print.sim Print Function for for an object with S3 class "sim"
flare-internal Internal flare functions
predict.slim Prediction for an object with S3 class "slim"
plot.roc Plot Function for "roc"
flare-package flare: a new Family of Lasso Regression
sugm.plot Graph visualization for an object with S3 class "sugm"
print.slim Print Function for an object with S3 class "slim"
print.roc Print Function for for an object with S3 class "roc"
slim Sparse Linear Regression using Nonsmooth Loss Functions and L1 Regularization
eyedata The Bardet-Biedl syndrome Gene expression data from Scheetz et al. (2006)
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Type Package
Date 2014-10-18
License GPL-2
Repository CRAN
Packaged 2014-10-18 21:32:34 UTC; xingguo
NeedsCompilation yes
Date/Publication 2014-10-19 01:53:12

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