BrokenAdaptiveRidge

cranv1.0.2

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

License Apache License 2.0permissive0 versions1 maintainers3 deps89 weekly dl
https://CRAN.R-project.org/package=BrokenAdaptiveRidge
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CyclopsParallelLoggerbit64
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First published · 2025-12-22 18:58:12

Last updated · 2025-12-22T16:50:16+00:00