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ProxReg

Linear Models for Prediction and Classification using Proximal Operators

Implements optimization techniques for Lasso regression, R.Tibshirani(1996)<doi:10.1111/j.2517-6161.1996.tb02080.x> using Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) and Iterative Shrinkage-Thresholding Algorithm (ISTA) based on proximal operators, A.Beck(2009)<doi:10.1137/080716542>. The package is useful for high-dimensional regression problems and includes cross-validation procedures to select optimal penalty parameters.

Versions across snapshots

VersionRepositoryFileSize
1.1.2 rolling linux/jammy R-4.5 ProxReg_1.1.2.tar.gz 438.8 KiB
1.1.2 rolling linux/noble R-4.5 ProxReg_1.1.2.tar.gz 438.8 KiB
1.1.2 rolling source/ R- ProxReg_1.1.2.tar.gz 438.8 KiB
1.1.2 latest linux/jammy R-4.5 ProxReg_1.1.2.tar.gz 438.8 KiB
1.1.2 latest linux/noble R-4.5 ProxReg_1.1.2.tar.gz 438.8 KiB
1.1.2 latest source/ R- ProxReg_1.1.2.tar.gz 438.8 KiB
1.1.2 2026-04-26 source/ R- ProxReg_1.1.2.tar.gz 438.8 KiB
1.1.2 2026-04-23 source/ R- ProxReg_1.1.2.tar.gz 438.8 KiB
0.1.1 2025-04-20 source/ R- ProxReg_0.1.1.tar.gz 435.8 KiB

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