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-4.5)LassoNet_0.8.3.zip(r-4.4)LassoNet_0.8.3.zip(r-4.3)
LassoNet_0.8.3.tgz(r-4.4-x86_64)LassoNet_0.8.3.tgz(r-4.4-arm64)LassoNet_0.8.3.tgz(r-4.3-x86_64)LassoNet_0.8.3.tgz(r-4.3-arm64)
LassoNet_0.8.3.tar.gz(r-4.5-noble)LassoNet_0.8.3.tar.gz(r-4.4-noble)
LassoNet_0.8.3.tgz(r-4.4-emscripten)LassoNet_0.8.3.tgz(r-4.3-emscripten)
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:OK: 3 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 22 2024 |
| R-4.5-win-x86_64 | OK | Nov 22 2024 |
| R-4.5-linux-x86_64 | OK | Nov 22 2024 |
| R-4.4-win-x86_64 | NOTE | Nov 22 2024 |
| R-4.4-mac-x86_64 | NOTE | Nov 22 2024 |
| R-4.4-mac-aarch64 | NOTE | Nov 22 2024 |
| R-4.3-win-x86_64 | NOTE | Nov 22 2024 |
| R-4.3-mac-x86_64 | NOTE | Nov 22 2024 |
| R-4.3-mac-aarch64 | NOTE | Nov 22 2024 |
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 |
