CRAN

ADMMnet 0.1

Regularized Model with Selecting the Number of Non-Zeros

Released Dec 12, 2015 by Xiang Li, Shanghong Xie, Donglin Zeng and Yuanjia Wang

This package can be loaded by Renjin but there was an error compiling C/FORTRAN sources and all tests failed.

Dependencies

Rcpp Matrix 1.2-3

Fit linear and cox models regularized with net (L1 and Laplacian), elastic-net (L1 and L2) or lasso (L1) penalty, and their adaptive forms, such as adaptive lasso and net adjusting for signs of linked coefficients. In addition, it treats the number of non-zero coefficients as another tuning parameter and simultaneously selects with the regularization parameter. The package uses one-step coordinate descent algorithm and runs extremely fast by taking into account the sparsity structure of coefficients.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>ADMMnet</artifactId>
    <version>0.1-b33</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:ADMMnet')

Test Results

This package was last tested against Renjin 0.8.2346 on Mar 18, 2017.

Source

R
C
C++

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Release History