owl v0.1.1

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Generalized Linear Models Regularized with the Sorted L1-Norm

Efficient implementations for Sorted L-One Penalized Estimation (SLOPE): generalized linear models regularized with the sorted L1-norm (Bogdan et al. (2015) <doi:10/gfgwzt>) or, equivalently, ordered weighted L1-norm (OWL). Supported models include ordinary least-squares regression, binomial regression, multinomial regression, and Poisson regression. Both dense and sparse predictor matrices are supported. In addition, the package features predictor screening rules that enable fast and efficient solutions to high-dimensional problems.

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owl

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Efficient implementations for Sorted L-One Penalized Estimation (SLOPE): generalized linear models regularized with the sorted L1-norm or, equivalently, ordered weighted L1-norm (OWL). There is support for ordinary least-squares regression, binomial regression, multinomial regression, and poisson regression, as well as both dense and sparse predictor matrices. In addition, the package features predictor screening rules that enable efficient solutions to high-dimensional problems.

Installation

You can install the development version from GitHub with:

# install.packages("remotes")
remotes::install_github("jolars/owl")

Versioning

owl uses semantic versioning.

Code of conduct

Please note that the ‘owl’ project is released with a Contributor Code of Conduct. By contributing to this project, you agree to abide by its terms.

Functions in owl

Name Description
interpolateCoefficients Interpolate coefficients
student Student performance
plotDiagnostics Plot results from diagnostics collected during model fitting
predict.Owl Generate predictions from owl models
trainOwl Train a owl model
setupDiagnostics Setup a data.frame of diagnostics
owl Generalized linear models regularized with the SLOPE (OWL) norm
plot.TrainedOwl Plot results from cross-validation
plot.Owl Plot coefficients
wine Wine cultivars
print.Owl Print results from owl fit
score Compute one of several loss metrics on a new data set
coef.Owl Obtain coefficients
heart Heart disease
caretSlopeOwl Model objects for model tuning with caret
deviance.Owl Model deviance
bodyfat Bodyfat
abalone Abalone
interpolatePenalty Interpolate penalty values
owl-package owl: Generalized Linear Models Regularized with the Sorted L1-Norm
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Vignettes of owl

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introduction.Rmd
owl.bib
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Details

License GPL-3
LazyData true
LinkingTo Rcpp, RcppArmadillo (>= 0.9.200.7.0)
RoxygenNote 7.0.2
Language en-US
Encoding UTF-8
URL https://github.com/jolars/owl, https://jolars.github.io/owl
BugReports https://github.com/jolars/owl/issues
VignetteBuilder knitr
NeedsCompilation yes
Packaged 2020-01-30 09:17:41 UTC; johan
Repository CRAN
Date/Publication 2020-02-11 10:50:08 UTC

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