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
LassoBacktracking_1.1.zip(r-4.7-x86_64)LassoBacktracking_1.1.zip(r-4.7-arm64)LassoBacktracking_1.1.zip(r-4.6-x86_64)LassoBacktracking_1.1.zip(r-4.6-arm64)LassoBacktracking_1.1.zip(r-4.5-x86_64)
LassoBacktracking_1.1.tgz(r-4.6-x86_64)LassoBacktracking_1.1.tgz(r-4.6-arm64)LassoBacktracking_1.1.tgz(r-4.5-x86_64)LassoBacktracking_1.1.tgz(r-4.5-arm64)
LassoBacktracking_1.1.tar.gz(r-4.7-arm64)LassoBacktracking_1.1.tar.gz(r-4.7-x86_64)LassoBacktracking_1.1.tar.gz(r-4.6-arm64)LassoBacktracking_1.1.tar.gz(r-4.6-x86_64)
LassoBacktracking_1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
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 316 downloads 2 exports 3 dependencies

Last updated from:698fffffe4. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK115
linux-devel-x86_64OK121
source / vignettesOK160
linux-release-arm64OK113
linux-release-x86_64OK123
macos-release-arm64OK176
macos-release-x86_64OK246
macos-oldrel-arm64OK132
macos-oldrel-x86_64OK473
windows-devel-arm64OK313
windows-devel-x86_64OK166
windows-release-arm64OK324
windows-release-x86_64OK99
windows-oldrel-x86_64OK95
wasm-releaseOK104

Exports:cvLassoBTLassoBT

Dependencies:latticeMatrixRcpp