Regularized Model with Selecting the Number of Non-Zeros

Fit linear and cox models regularized with net (L1 and Laplacian), elastic-net (L1 and L2) or lasso (L1) penalty, and their adaptive forms, such as adaptive lasso and net adjusting for signs of linked coefficients. In addition, it treats the number of non-zero coefficients as another tuning parameter and simultaneously selects with the regularization parameter. The package uses one-step coordinate descent algorithm and runs extremely fast by taking into account the sparsity structure of coefficients.


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install.packages("ADMMnet")

0.1 by Xiang Li, 3 years ago


Browse source code at https://github.com/cran/ADMMnet


Authors: Xiang Li , Shanghong Xie , Donglin Zeng and Yuanjia Wang


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp

Depends on Matrix

Linking to Rcpp, RcppEigen


See at CRAN