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: | 0.2.1 |
| Depends: | R (≥ 4.1.0) |
| Imports: | Matrix,mvnfast,Rcpp,purrr,snowfall |
| LinkingTo: | Rcpp,RcppEigen |
| Suggests: | knitr,rmarkdown,testthat |
| Published: | 2025-11-28 |
| 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 tsinghua.edu.cn> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| Language: | en-GB |
| Materials: | README |
| CRAN checks: | ADSIHT results |
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