tlars1.0.1 package

The T-LARS Algorithm: Early-Terminated Forward Variable Selection

plot.Rcpp_tlars_cpp

Plots the T-LARS solution path

print.Rcpp_tlars_cpp

Prints a summary of the results stored in a C++ object of class tlars_...

tlars

Executes the Terminating-LARS (T-LARS) algorithm

tlars_cpp

Exposes the C++ class tlars_cpp to R

tlars_model

Creates a Terminating-LARS (T-LARS) object

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Computes the solution path of the Terminating-LARS (T-LARS) algorithm. The T-LARS algorithm is a major building block of the T-Rex selector (see R package 'TRexSelector'). The package is based on the papers Machkour, Muma, and Palomar (2022) <arXiv:2110.06048>, Efron, Hastie, Johnstone, and Tibshirani (2004) <doi:10.1214/009053604000000067>, and Tibshirani (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x>.

  • Maintainer: Jasin Machkour
  • License: GPL (>= 3)
  • Last published: 2024-02-24

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