Package: tlars 1.0.1

Jasin Machkour

tlars: The T-LARS Algorithm: Early-Terminated Forward Variable Selection

Computes the solution path of the Terminating-LARS (T-LARS) algorithm. The T-LARS algorithm is a major building block of the T-Rex selector (see R package 'TRexSelector'). The package is based on the papers Machkour, Muma, and Palomar (2022) <arxiv:2110.06048>, Efron, Hastie, Johnstone, and Tibshirani (2004) <doi:10.1214/009053604000000067>, and Tibshirani (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x>.

Authors:Jasin Machkour [aut, cre], Simon Tien [aut], Daniel P. Palomar [aut], Michael Muma [aut]

tlars_1.0.1.tar.gz
tlars_1.0.1.tar.gz(r-4.5-noble)tlars_1.0.1.tar.gz(r-4.4-noble)
tlars_1.0.1.tgz(r-4.4-emscripten)tlars_1.0.1.tgz(r-4.3-emscripten)
tlars.pdf |tlars.html✨
tlars/json (API)
NEWS

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

Peer review:

Bug tracker:https://github.com/jasinmachkour/tlars/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • Gauss_data - Toy data generated from a Gaussian linear model

3.18 score 1 packages 5 scripts 625 downloads 3 exports 2 dependencies

Last updated 8 months agofrom:3676f6dd14. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKOct 21 2024
R-4.5-linux-x86_64OKOct 21 2024

Exports:tlarstlars_cpptlars_model

Dependencies:RcppRcppArmadillo

The Terminating-LARS (T-LARS) Method: Usage and Simulations

| Jasin Machkour^#^, Simon Tien^#^, Daniel P. Palomar^*^, Michael Muma^#^ | | ^#^Technische Universität Darmstadt | ^*^The Hong Kong University of Science and Technology

Rendered fromtlars_variable_selection.Rmdusingknitr::rmarkdownon Oct 21 2024.

Last update: 2024-02-24
Started: 2022-07-15