rare (0.1.1)

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Linear Model with Tree-Based Lasso Regularization for Rare Features.

https://github.com/yanxht/rare
http://cran.r-project.org/web/packages/rare

Implementation of an alternating direction method of multipliers algorithm for fitting a linear model with tree-based lasso regularization, which is proposed in Algorithm 1 of Yan and Bien (2018) . The package allows efficient model fitting on the entire 2-dimensional regularization path for large datasets. The complete set of functions also makes the entire process of tuning regularization parameters and visualizing results hassle-free.

Maintainer: Xiaohan Yan
Author(s): Xiaohan Yan [aut, cre], Jacob Bien [aut, cre]

License: GPL-3

Uses: glmnet, Matrix, Rcpp, knitr, dendextend, rmarkdown

Released over 1 year ago.


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