Paired Lasso Regression

Implements sparse regression with paired covariates (Rauschenberger et al. 2019). For the optional shrinkage, install ashr (< https://github.com/stephens999/ashr>) and CorShrink (< https://github.com/kkdey/CorShrink>) from GitHub (see README).


palasso

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Scope

Sparse regression with paired covariates (extending glmnet).

Installation

Install the current release from CRAN, or the latest development version from GitHub:

install.packages("palasso")
devtools::install_github("rauschenberger/palasso")

Optionally, install ashr and CorShrink for the correlation shrinkage:

devtools::install_github("stephens999/ashr")
devtools::install_github("kkdey/CorShrink")

Reference

A Rauschenberger, I Ciocanea-Teodorescu, RX Menezes, MA Jonker, and MA van de Wiel (2019). "Sparse regression with paired covariates". Manuscript in preparation.

News

palasso 0.0.4 (2019-03-07)

  • minor changes (survival, R devel)

palasso 0.0.3 (2019-02-13)

  • archived dependencies (ashr, CorShrink)

palasso 0.0.2 (2018-10-26)

  • internal weight estimation

palasso 0.0.1 (2018-05-31)

  • Added functions
  • Added help pages
  • Added vignette

Reference manual

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install.packages("palasso")

0.0.5 by Armin Rauschenberger, 3 days ago


https://github.com/rauschenberger/palasso


Report a bug at https://github.com/rauschenberger/palasso/issues


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


Authors: Armin Rauschenberger [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports glmnet, Matrix, survival

Suggests knitr, testthat

Enhances ashr, CorShrink, pROC, edgeR


Imported by cornet.


See at CRAN