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.

owl

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 No Results!