ProxReg: Linear Models for Prediction and Classification using Proximal Operators (original) (raw)
Implements optimization techniques for Lasso regression, R.Tibshirani(1996)<doi:10.1111/j.2517-6161.1996.tb02080.x> using Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) and Iterative Shrinkage-Thresholding Algorithm (ISTA) based on proximal operators, A.Beck(2009)<doi:10.1137/080716542>. The package is useful for high-dimensional regression problems and includes cross-validation procedures to select optimal penalty parameters.
| Version: | 0.1.1 |
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| Imports: | dplyr, EBImage, glmnet |
| Suggests: | knitr, rmarkdown |
| Published: | 2025-03-15 |
| DOI: | 10.32614/CRAN.package.ProxReg |
| Author: | YingHong Chen [aut, cre] |
| Maintainer: | YingHong Chen |
| License: | MIT + file |
| NeedsCompilation: | no |
| Language: | en-US |
| CRAN checks: | ProxReg results |
Documentation:
| Reference manual: | ProxReg.pdf |
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| Vignettes: | Manual for the package: linearreg (source, R code) |
Downloads:
| Package source: | ProxReg_0.1.1.tar.gz |
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| Windows binaries: | r-devel: ProxReg_0.1.1.zip, r-release: ProxReg_0.1.1.zip, r-oldrel: ProxReg_0.1.1.zip |
| macOS binaries: | r-release (arm64): ProxReg_0.1.1.tgz, r-oldrel (arm64): ProxReg_0.1.1.tgz, r-release (x86_64): ProxReg_0.1.1.tgz, r-oldrel (x86_64): ProxReg_0.1.1.tgz |
Linking:
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