tlars: The T-LARS Algorithm: Early-Terminated Forward Variable Selection (original) (raw)
Computes the solution path of the Terminating-LARS (T-LARS) algorithm. The T-LARS algorithm is a major building block of the T-Rex selector (see R package 'TRexSelector'). The package is based on the papers Machkour, Muma, and Palomar (2022) <doi:10.48550/arXiv.2110.06048>, Efron, Hastie, Johnstone, and Tibshirani (2004) <doi:10.1214/009053604000000067>, and Tibshirani (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x>.
| Version: | 1.0.1 |
|---|---|
| Depends: | R (≥ 2.10) |
| Imports: | Rcpp, methods, stats, graphics |
| LinkingTo: | RcppArmadillo, Rcpp |
| Suggests: | knitr, rmarkdown, ggplot2, patchwork, testthat (≥ 3.0.0) |
| Published: | 2024-02-24 |
| DOI: | 10.32614/CRAN.package.tlars |
| Author: | Jasin Machkour [aut, cre], Simon Tien [aut], Daniel P. Palomar [aut], Michael Muma [aut] |
| Maintainer: | Jasin Machkour <jasin.machkour at tu-darmstadt.de> |
| BugReports: | https://github.com/jasinmachkour/tlars/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/jasinmachkour/tlars,https://arxiv.org/abs/2110.06048 |
| NeedsCompilation: | yes |
| Citation: | tlars citation info |
| Materials: | README, NEWS |
| CRAN checks: | tlars results |
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