BrokenAdaptiveRidge
Broken Adaptive Ridge Regression with Cyclops
Approximates best-subset selection (L0) regression with an iteratively adaptive Ridge (L2) penalty for large-scale models. This package uses Cyclops for an efficient implementation and the iterative method is described in Kawaguchi et al (2020) <doi:10.1002/sim.8438> and Li et al (2021) <doi:10.1016/j.jspi.2020.12.001>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.2 |
2026-04-09 windows/windows R-4.5 | BrokenAdaptiveRidge_1.0.2.zip |
29.6 KiB |