Package: RSO 1.0.0
Murat Genc
RSO: Ridge Selection Operator for Sparse Linear Regression
Implements the Ridge Selection Operator (RSO) for variable selection in linear regression as proposed by Wu (2021) <doi:10.1080/00401706.2020.1791254>. The RSO method extends classical ridge regression by using individually penalized ridge parameters, inducing sparsity through reciprocal penalty parameters. This package provides a fast C++ implementation ('RSOFast') using 'Armadillo' linear algebra routines. The fast implementation precomputes matrix products, uses Cholesky factorization with primal/dual switching, and performs golden-section search for coordinate optimization.
Authors:
RSO_1.0.0.tar.gz
RSO_1.0.0.tar.gz(r-4.7-arm64)RSO_1.0.0.tar.gz(r-4.7-x86_64)RSO_1.0.0.tar.gz(r-4.6-arm64)RSO_1.0.0.tar.gz(r-4.6-x86_64)
RSO_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
RSO/json (API)
| # Install 'RSO' in R: |
| install.packages('RSO', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:9de59d1f42. Checks:6 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 156 | ||
| linux-devel-x86_64 | OK | 133 | ||
| source / vignettes | OK | 168 | ||
| linux-release-arm64 | OK | 163 | ||
| linux-release-x86_64 | OK | 144 | ||
| wasm-release | OK | 152 |
Exports:ridgeregridgereg_dfridgeRegPrecompRSOFast
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Individually Penalized Ridge Regression | ridgereg |
| Ridge Regression with Degrees of Freedom | ridgereg_df |
| Individually Penalized Ridge Regression with Precomputed Matrices | ridgeRegPrecomp |
| Fast RSO (Ridge Selection Operator) | RSOFast |