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
LassoNet_0.8.3.zip(r-4.7-x86_64)LassoNet_0.8.3.zip(r-4.7-arm64)LassoNet_0.8.3.zip(r-4.6-x86_64)LassoNet_0.8.3.zip(r-4.6-arm64)LassoNet_0.8.3.zip(r-4.5-x86_64)
LassoNet_0.8.3.tgz(r-4.6-x86_64)LassoNet_0.8.3.tgz(r-4.6-arm64)LassoNet_0.8.3.tgz(r-4.5-x86_64)LassoNet_0.8.3.tgz(r-4.5-arm64)
LassoNet_0.8.3.tar.gz(r-4.7-arm64)LassoNet_0.8.3.tar.gz(r-4.7-x86_64)LassoNet_0.8.3.tar.gz(r-4.6-arm64)LassoNet_0.8.3.tar.gz(r-4.6-x86_64)
LassoNet_0.8.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
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 from:6206114474. Checks:15 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 91 | ||
| linux-devel-x86_64 | OK | 124 | ||
| source / vignettes | OK | 129 | ||
| linux-release-arm64 | OK | 92 | ||
| linux-release-x86_64 | OK | 106 | ||
| macos-release-arm64 | OK | 107 | ||
| macos-release-x86_64 | OK | 235 | ||
| macos-oldrel-arm64 | OK | 120 | ||
| macos-oldrel-x86_64 | OK | 259 | ||
| windows-devel-arm64 | OK | 330 | ||
| windows-devel-x86_64 | OK | 148 | ||
| windows-release-arm64 | OK | 338 | ||
| windows-release-x86_64 | OK | 95 | ||
| windows-oldrel-x86_64 | OK | 77 | ||
| wasm-release | OK | 82 |
Exports:beta.update.netbetanew_lasso_cppfastolsget.BxByget.signs.Mget.xilasso.net.fixedlasso.net.gridmat.to.laplacianmatrix.M.updatesoft.thresh
Dependencies:Rcpp
Readme and manuals
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 |
