Package: gcdnet 1.0.6

Yi Yang

gcdnet: The (Adaptive) LASSO and Elastic Net Penalized Least Squares, Logistic Regression, Hybrid Huberized Support Vector Machines, Squared Hinge Loss Support Vector Machines and Expectile Regression using a Fast Generalized Coordinate Descent Algorithm

Implements a generalized coordinate descent (GCD) algorithm for computing the solution paths of the hybrid Huberized support vector machine (HHSVM) and its generalizations. Supported models include the (adaptive) LASSO and elastic net penalized least squares, logistic regression, HHSVM, squared hinge loss SVM and expectile regression.

Authors:Yi Yang <[email protected]>, Yuwen Gu <[email protected]>, Hui Zou <[email protected]>

gcdnet_1.0.6.tar.gz
gcdnet_1.0.6.tar.gz(r-4.5-noble)gcdnet_1.0.6.tar.gz(r-4.4-noble)
gcdnet_1.0.6.tgz(r-4.4-emscripten)gcdnet_1.0.6.tgz(r-4.3-emscripten)
gcdnet.pdf |gcdnet.html
gcdnet/json (API)

# Install 'gcdnet' in R:
install.packages('gcdnet', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/emeryyi/gcdnet/issues

Uses libs:
  • fortran– Runtime library for GNU Fortran applications
Datasets:
  • FHT - FHT data introduced in Friedman et al. (2010).

fortran

3.05 score 2 packages 63 scripts 315 downloads 3 mentions 9 exports 2 dependencies

Last updated 2 years agofrom:4e14d2e326. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 06 2024
R-4.5-linux-x86_64OKDec 06 2024

Exports:coefcv.erpathcv.gcdnetcv.hsvmpathcv.logitpathcv.lspathcv.sqsvmpathgcdnetpredict

Dependencies:latticeMatrix