Package: sgs 0.3.2

Fabio Feser

sgs: Sparse-Group SLOPE: Adaptive Bi-Level Selection with FDR Control

Implementation of Sparse-group SLOPE (SGS) (Feser and Evangelou (2023) <doi:10.48550/arXiv.2305.09467>) models. Linear and logistic regression models are supported, both of which can be fit using k-fold cross-validation. Dense and sparse input matrices are supported. In addition, a general Adaptive Three Operator Splitting (ATOS) (Pedregosa and Gidel (2018) <doi:10.48550/arXiv.1804.02339>) implementation is provided. Group SLOPE (gSLOPE) (Brzyski et al. (2019) <doi:10.1080/01621459.2017.1411269>) and group-based OSCAR models (Feser and Evangelou (2024) <doi:10.48550/arXiv.2405.15357>) are also implemented. All models are available with strong screening rules (Feser and Evangelou (2024) <doi:10.48550/arXiv.2405.15357>) for computational speed-up.

Authors:Fabio Feser [aut, cre]

sgs_0.3.2.tar.gz
sgs_0.3.2.tar.gz(r-4.5-noble)sgs_0.3.2.tar.gz(r-4.4-noble)
sgs_0.3.2.tgz(r-4.4-emscripten)sgs_0.3.2.tgz(r-4.3-emscripten)
sgs.pdf |sgs.html
sgs/json (API)

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

Peer review:

Bug tracker:https://github.com/ff1201/sgs/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

openblascppopenmp

3.89 score 1 stars 1 packages 13 scripts 316 downloads 15 exports 78 dependencies

Last updated 13 days agofrom:3fd9382b66. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 28 2024
R-4.5-linux-x86_64OKNov 28 2024

Exports:arma_mvarma_sparseas_sgsatosfit_goscarfit_goscar_cvfit_gslopefit_gslope_cvfit_sgofit_sgo_cvfit_sgsfit_sgs_cvgen_pensgen_toy_datascaled_sgs

Dependencies:caretclasscliclockcodetoolscolorspacecpp11data.tablediagramdigestdplyre1071fansifarverforeachfuturefuture.applygenericsggplot2globalsgluegowergtablehardhatipredisobanditeratorsKernSmoothlabelinglatticelavalifecyclelistenvlubridatemagrittrMASSMatrixmgcvModelMetricsmunsellnlmennetnumDerivparallellypillarpkgconfigplyrpROCprodlimprogressrproxypurrrR6RColorBrewerRcppRcppArmadillorecipesreshape2RlabrlangrpartscalesshapeSLOPESQUAREMstringistringrsurvivaltibbletidyrtidyselecttimechangetimeDatetzdbutf8vctrsviridisLitewithr

sgs reproducible example

Rendered fromreproducible_example.Rmdusingknitr::rmarkdownon Nov 28 2024.

Last update: 2024-07-15
Started: 2023-05-19