Package: tlars 1.0.1

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]

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tlars.pdf |tlars.html✨
tlars/json (API)
NEWS

# Install 'tlars' in R:
install.packages('tlars', repos = c('https://jasinmachkour.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

On CRAN:

3 exports 2 stars 1.38 score 2 dependencies 1 dependents 5 scripts 1.0k downloads

Last updated 7 months agofrom:d376d2ca3c. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 20 2024
R-4.5-win-x86_64OKAug 20 2024
R-4.5-linux-x86_64OKAug 20 2024
R-4.4-win-x86_64OKAug 20 2024
R-4.4-mac-x86_64OKAug 20 2024
R-4.4-mac-aarch64OKAug 20 2024
R-4.3-win-x86_64OKAug 20 2024
R-4.3-mac-x86_64OKAug 20 2024
R-4.3-mac-aarch64OKAug 20 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 Aug 20 2024.

Last update: 2024-02-23
Started: 2022-05-11