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:

Reference manual: ADSIHT.pdf

Downloads:

Package source: ADSIHT_0.2.0.tar.gz
Windows binaries: r-devel: ADSIHT_0.2.0.zip, r-release: ADSIHT_0.2.0.zip, r-oldrel: ADSIHT_0.2.0.zip
macOS binaries: r-release (arm64): ADSIHT_0.2.0.tgz, r-oldrel (arm64): ADSIHT_0.2.0.tgz, r-release (x86_64): ADSIHT_0.2.0.tgz, r-oldrel (x86_64): ADSIHT_0.2.0.tgz
Old sources: ADSIHT archive

Linking:

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