Package: LassoBacktracking 1.1

LassoBacktracking: Modelling Interactions in High-Dimensional Data with Backtracking

Implementation of the algorithm introduced in Shah, R. D. (2016) <https://www.jmlr.org/papers/volume17/13-515/13-515.pdf>. Data with thousands of predictors can be handled. The algorithm performs sequential Lasso fits on design matrices containing increasing sets of candidate interactions. Previous fits are used to greatly speed up subsequent fits, so the algorithm is very efficient.

Authors:Rajen Shah [aut, cre]

LassoBacktracking_1.1.tar.gz
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LassoBacktracking.pdf |LassoBacktracking.html
LassoBacktracking/json (API)

# Install 'LassoBacktracking' in R:
install.packages('LassoBacktracking', repos = c('https://rajenshah.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

1.00 score 1 stars 3 scripts 178 downloads 2 exports 3 dependencies

Last updated 2 years agofrom:698fffffe4. Checks:12 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 26 2025
R-4.5-win-x86_64OKMar 26 2025
R-4.5-mac-x86_64OKMar 26 2025
R-4.5-mac-aarch64OKMar 26 2025
R-4.5-linux-x86_64OKMar 26 2025
R-4.4-win-x86_64OKMar 26 2025
R-4.4-mac-x86_64OKMar 26 2025
R-4.4-mac-aarch64OKMar 26 2025
R-4.4-linux-x86_64OKMar 26 2025
R-4.3-win-x86_64OKMar 26 2025
R-4.3-mac-x86_64OKMar 26 2025
R-4.3-mac-aarch64OKMar 26 2025

Exports:cvLassoBTLassoBT

Dependencies:latticeMatrixRcpp