tlars: The T-LARS Algorithm: Early-Terminated Forward Variable
Selection
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 'trex').
The package is based on the papers Machkour, Muma, and Palomar (2021) <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: |
0.0.1 |
| Depends: |
R (≥ 2.10) |
| Imports: |
Rcpp, methods, stats, graphics |
| LinkingTo: |
RcppArmadillo, Rcpp |
| Suggests: |
knitr, rmarkdown, ggplot2, patchwork, testthat (≥ 3.0.0) |
| Published: |
2022-07-15 |
| 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 |
Documentation:
Downloads:
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