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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

VersionRepositoryFileSize
1.0.2 rolling linux/jammy R-4.5 BrokenAdaptiveRidge_1.0.2.tar.gz 26.1 KiB
1.0.2 rolling linux/noble R-4.5 BrokenAdaptiveRidge_1.0.2.tar.gz 26.0 KiB
1.0.2 rolling source/ R- BrokenAdaptiveRidge_1.0.2.tar.gz 8.3 KiB
1.0.2 latest linux/jammy R-4.5 BrokenAdaptiveRidge_1.0.2.tar.gz 26.1 KiB
1.0.2 latest linux/noble R-4.5 BrokenAdaptiveRidge_1.0.2.tar.gz 26.0 KiB
1.0.2 latest source/ R- BrokenAdaptiveRidge_1.0.2.tar.gz 8.3 KiB
1.0.2 2026-04-26 source/ R- BrokenAdaptiveRidge_1.0.2.tar.gz 8.3 KiB
1.0.2 2026-04-23 source/ R- BrokenAdaptiveRidge_1.0.2.tar.gz 8.3 KiB
1.0.2 2026-04-09 windows/windows R-4.5 BrokenAdaptiveRidge_1.0.2.zip 29.6 KiB
1.0.0 2025-04-20 source/ R- BrokenAdaptiveRidge_1.0.0.tar.gz 8.1 KiB

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