IterativeHardThresholding: Iterative Hard Thresholding Extensions to Cyclops

Fits large-scale regression models with a penalty that restricts the maximum number of non-zero regression coefficients to a prespecified value. While Chu et al (2020) <doi:10.1093/gigascience/giaa044> describe the basic algorithm, this package uses Cyclops for an efficient implementation.

Version: 1.0.2
Depends: R (≥ 3.2.2), Cyclops (≥ 1.3.0)
Imports: ParallelLogger
Suggests: testthat, knitr, rmarkdown
Published: 2022-09-08
DOI: 10.32614/CRAN.package.IterativeHardThresholding
Author: Marc A. Suchard [aut, cre], Patrick Ryan [aut], Observational Health Data Sciences and Informatics [cph]
Maintainer: Marc A. Suchard <msuchard at ucla.edu>
License: Apache License 2.0
NeedsCompilation: no
Materials: README NEWS
CRAN checks: IterativeHardThresholding results

Documentation:

Reference manual: IterativeHardThresholding.pdf

Downloads:

Package source: IterativeHardThresholding_1.0.2.tar.gz
Windows binaries: r-devel: IterativeHardThresholding_1.0.2.zip, r-release: IterativeHardThresholding_1.0.2.zip, r-oldrel: IterativeHardThresholding_1.0.2.zip
macOS binaries: r-release (arm64): IterativeHardThresholding_1.0.2.tgz, r-oldrel (arm64): IterativeHardThresholding_1.0.2.tgz, r-release (x86_64): IterativeHardThresholding_1.0.2.tgz, r-oldrel (x86_64): IterativeHardThresholding_1.0.2.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=IterativeHardThresholding to link to this page.