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flare (version 1.6.0.2)

Family of Lasso Regression

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.

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Version

Install

install.packages('flare')

Monthly Downloads

845

Version

1.6.0.2

License

GPL-2

Maintainer

ORPHANED

Last Published

August 2nd, 2019

Functions in flare (1.6.0.2)

sugm.plot

Graph visualization for an object with S3 class "sugm"
sugm.roc

Draw ROC Curve for an object with S3 class "sugm"
slim

Sparse Linear Regression using Nonsmooth Loss Functions and L1 Regularization
print.sugm

Print Function for an object with S3 class "sugm"
print.roc

Print Function for for an object with S3 class "roc"
print.select

Print Function for for an object with S3 class "select"
eyedata

The Bardet-Biedl syndrome Gene expression data from Scheetz et al. (2006)
print.sim

Print Function for for an object with S3 class "sim"
print.slim

Print Function for an object with S3 class "slim"
sugm.select

Model selection for high-dimensional undirected graphical models
sugm.generator

Data generator for sparse undirected graph estimation.
sugm

High-deimensional Sparse Undirected Graphical Models.
plot.sim

Plot Function for "sim"
plot.select

Plot Function for "select"
plot.sugm

Plot Function for "sugm"
plot.roc

Plot Function for "roc"
flare-internal

Internal flare functions
plot.slim

Plot Function for "slim"
predict.slim

Prediction for an object with S3 class "slim"
coef.slim

Extract Model Coefficients for an object with S3 class "slim"
flare-package

flare: a new Family of Lasso Regression