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'))

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:

4.48 score 2 stars 1 packages 5 scripts 610 downloads 3 exports 2 dependencies

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

Target	Result	Date
Doc / Vignettes	OK	Oct 31 2024
R-4.5-win-x86_64	OK	Oct 31 2024
R-4.5-linux-x86_64	OK	Oct 31 2024
R-4.4-win-x86_64	OK	Oct 31 2024
R-4.4-mac-x86_64	OK	Oct 31 2024
R-4.4-mac-aarch64	OK	Oct 31 2024
R-4.3-win-x86_64	OK	Oct 31 2024
R-4.3-mac-x86_64	OK	Oct 31 2024
R-4.3-mac-aarch64	OK	Oct 31 2024

Exports:tlars tlars_cpp tlars_model

Dependencies:Rcpp RcppArmadillo

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 31 2024.

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

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Toy data generated from a Gaussian linear model	Gauss_data
Plots the T-LARS solution path	plot.Rcpp_tlars_cpp
Prints a summary of the results stored in a C++ object of class tlars_cpp.	print.Rcpp_tlars_cpp
Executes the Terminating-LARS (T-LARS) algorithm	tlars
Exposes the C++ class tlars_cpp to R	tlars_cpp
Creates a Terminating-LARS (T-LARS) object	tlars_model