# flare v1.5.0

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## 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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## Last month downloads

## Details

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 |

depends | base (>= 2.15.0) , igraph , lattice , MASS , Matrix , R (>= 2.15.0) |

Contributors | Han Liu, Tuo Zhao, Xingguo Li, Lie Wang, Xiaoming Yuan |

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