IterativeHardThresholding

cranv1.0.3

Iterative Hard Thresholding Extensions to Cyclops. Fits large-scale regression models with a penalty that restricts the maximum number of non-zero regression coefficients to a prespecified value. While Chu et al (2020) <doi:10.1093/gigascience/giaa044> describe the basic algorithm, this package uses Cyclops for an efficient implementation.

License Apache License 2.0permissive0 versions1 maintainers2 deps83 weekly dl
https://CRAN.R-project.org/package=IterativeHardThresholding
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CyclopsParallelLogger
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First published · 2025-07-21 19:49:55

Last updated · 2025-07-21T18:11:35+00:00