Package: DMRnet 0.4.0.9000

Szymon Nowakowski

DMRnet: Delete or Merge Regressors Algorithms for Linear and Logistic Model Selection and High-Dimensional Data

Model selection algorithms for regression and classification, where the predictors can be continuous or categorical and the number of regressors may exceed the number of observations. The selected model consists of a subset of numerical regressors and partitions of levels of factors. Szymon Nowakowski, Piotr Pokarowski, Wojciech Rejchel and Agnieszka Sołtys, 2023. Improving Group Lasso for High-Dimensional Categorical Data. In: Computational Science – ICCS 2023. Lecture Notes in Computer Science, vol 14074, p. 455-470. Springer, Cham. <doi:10.1007/978-3-031-36021-3_47>. Aleksandra Maj-Kańska, Piotr Pokarowski and Agnieszka Prochenka, 2015. Delete or merge regressors for linear model selection. Electronic Journal of Statistics 9(2): 1749-1778. <doi:10.1214/15-EJS1050>. Piotr Pokarowski and Jan Mielniczuk, 2015. Combined l1 and greedy l0 penalized least squares for linear model selection. Journal of Machine Learning Research 16(29): 961-992. <https://www.jmlr.org/papers/volume16/pokarowski15a/pokarowski15a.pdf>. Piotr Pokarowski, Wojciech Rejchel, Agnieszka Sołtys, Michał Frej and Jan Mielniczuk, 2022. Improving Lasso for model selection and prediction. Scandinavian Journal of Statistics, 49(2): 831–863. <doi:10.1111/sjos.12546>.

Authors:Agnieszka Prochenka-Sołtys [aut], Piotr Pokarowski [aut], Szymon Nowakowski [aut, cre]

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Bug tracker:https://github.com/szymonnowakowski/dmrnet/issues

On CRAN:

group-lassolassopartitionpartition-selectionselectionvariable-selection

5 exports 1 stars 0.75 score 12 dependencies 22 scripts 304 downloads

Last updated 1 years agofrom:a25354d488. Checks:OK: 3 NOTE: 4. Indexed: yes.

Exports:cv.DMRcv.DMRnetDMRDMRnetgic.DMR

Dependencies:codetoolsforeachglmnetgrpreghclust1diteratorslatticeMatrixRcppRcppEigenshapesurvival