Package: LassoNet 0.8.3
LassoNet: 3CoSE Algorithm
Contains functions to estimate a penalized regression model using 3CoSE algorithm, see Weber, Striaukas, Schumacher Binder (2018) <doi:10.2139/ssrn.3211163>.
Authors:
LassoNet_0.8.3.tar.gz
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LassoNet.pdf |LassoNet.html✨
LassoNet/json (API)
# Install 'LassoNet' in R: |
install.packages('LassoNet', repos = c('https://jstriaukas.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 5 years agofrom:6206114474. Checks:5 OK, 6 NOTE. Indexed: yes.
Target | Result | Latest binary |
---|---|---|
Doc / Vignettes | OK | Feb 20 2025 |
R-4.5-win-x86_64 | OK | Feb 20 2025 |
R-4.5-mac-x86_64 | OK | Feb 20 2025 |
R-4.5-mac-aarch64 | OK | Feb 20 2025 |
R-4.5-linux-x86_64 | OK | Feb 20 2025 |
R-4.4-win-x86_64 | NOTE | Feb 20 2025 |
R-4.4-mac-x86_64 | NOTE | Feb 20 2025 |
R-4.4-mac-aarch64 | NOTE | Feb 20 2025 |
R-4.3-win-x86_64 | NOTE | Feb 20 2025 |
R-4.3-mac-x86_64 | NOTE | Feb 20 2025 |
R-4.3-mac-aarch64 | NOTE | Feb 20 2025 |
Exports:beta.update.netbetanew_lasso_cppfastolsget.BxByget.signs.Mget.xilasso.net.fixedlasso.net.gridmat.to.laplacianmatrix.M.updatesoft.thresh
Dependencies:Rcpp
Citation
To cite package ‘LassoNet’ in publications use:
Striaukas J, Weber M (2020). LassoNet: 3CoSE Algorithm. R package version 0.8.3, https://CRAN.R-project.org/package=LassoNet.
ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.
Corresponding BibTeX entry:
@Manual{, title = {LassoNet: 3CoSE Algorithm}, author = {Jonas Striaukas and Matthias Weber}, year = {2020}, note = {R package version 0.8.3}, url = {https://CRAN.R-project.org/package=LassoNet}, }
Readme and manuals
LassoNet
The LassoNet package is the implementation of 3CoSE algorithm proposed in the article [1] and [2].
References
[1] Weber, Matthias and Schumacher, Martin and Binder, Harald, Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs (June 28, 2014). Tinbergen Institute Discussion Paper 14-089/I. Available at SSRN: https://ssrn.com/abstract=2466289 or http://dx.doi.org/10.2139/ssrn.2466289
[2] Weber, Matthias and Striaukas, Jonas and Schumacher, Martin and Binder, Harald, Network-Constrained Covariate Coefficient and Connection Sign Estimation (June 24, 2018). CORE Discussion Paper 2018/18 -OR- Bank of Lithuania Discussion Paper No 8/2018. Available at SSRN: https://ssrn.com/abstract=3211163 or http://dx.doi.org/10.2139/ssrn.3211163
Help Manual
Help page | Topics |
---|---|
LassoNet: package for 3CoSE algorithm. | LassoNet-package |
Updates beta coefficients. | beta.update.net |
C++ subroutine that updates beta coefficients. | betanew_lasso_cpp |
Fast least squares estimate. | fastols |
Computes decomposition elements. | get.BxBy |
Vetorizes connection sign matrix. | get.signs.M |
Updates the estimates of the connection signs by running mini OLS models. | get.xi |
Estimates coefficients over the grid values of penalty parameters. | lasso.net.fixed |
Estimates coefficients and connection signs over the grid of values of penalty parameters lambda1 and lambda2. | lasso.net.grid |
Computes Laplacian matrix. | mat.to.laplacian |
Updates connection sign matrix. | matrix.M.update |
Soft thresholding operator. | soft.thresh |