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>.
| Version: | 1.0.1 |
| Depends: | R (≥ 3.2.2),Cyclops (≥ 3.0.0) |
| Imports: | futile.logger,bit64 |
| Suggests: | testthat,survival,knitr,rmarkdown |
| Published: | 2025-07-23 |
| DOI: | 10.32614/CRAN.package.BrokenAdaptiveRidge |
| Author: | Marc A. Suchard [aut, cre], Eric Kawaguchi [aut], Ning Li [aut], Gang Li [aut], Observational Health Data Sciences and Informatics [cph] |
| Maintainer: | Marc A. Suchard <msuchard at ucla.edu> |
| License: | Apache License 2.0 |
| NeedsCompilation: | no |
| Citation: | BrokenAdaptiveRidge citation info |
| Materials: | README,NEWS |
| CRAN checks: | BrokenAdaptiveRidge results |