ADSIHT: Adaptive Double Sparse Iterative Hard Thresholding
Solving high-dimensional double sparse linear regression via an iterative hard thresholding algorithm. Furthermore, the method is extended to jointly estimate multiple graphical models. For more details, please see <https://www.jmlr.org/papers/v25/23-0653.html> and <doi:10.48550/arXiv.2503.18722>.
Version: |
0.2.0 |
Depends: |
R (≥ 4.1.0) |
Imports: |
Matrix, mvnfast, Rcpp, purrr, snowfall |
LinkingTo: |
Rcpp, RcppEigen |
Suggests: |
knitr, rmarkdown, testthat |
Published: |
2025-04-17 |
DOI: |
10.32614/CRAN.package.ADSIHT |
Author: |
Yanhang Zhang [aut, cre],
Zhifan Li [aut],
Jianxin Yin [aut],
Shixiang Liu [aut],
Lingren Kong [aut] |
Maintainer: |
Yanhang Zhang <zhangyh98 at ruc.edu.cn> |
License: |
GPL (≥ 3) |
NeedsCompilation: |
yes |
Language: |
en-GB |
Materials: |
README |
CRAN checks: |
ADSIHT results [issues need fixing before 2025-05-02] |
Documentation:
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