HSDiC: Homogeneity and Sparsity Detection Incorporating Prior Constraint Information

We explore sparsity and homogeneity of regression coefficients incorporating prior constraint information. A general pairwise fusion approach is proposed to deal with the sparsity and homogeneity detection when combining prior convex constraints. We develop an modified alternating direction method of multipliers algorithm (ADMM) to obtain the estimators.

Version: 0.1
Depends: R (≥ 3.5.0), ncvreg, glmnet, quadprog, Matrix
Published: 2018-10-19
DOI: 10.32614/CRAN.package.HSDiC
Author: Yaguang Li [aut, cre], Baisuo Jin [aut]
Maintainer: Yaguang Li <liyg at mail.ustc.edu.cn>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: HSDiC results

Documentation:

Reference manual: HSDiC.pdf

Downloads:

Package source: HSDiC_0.1.tar.gz
Windows binaries: r-devel: HSDiC_0.1.zip, r-release: HSDiC_0.1.zip, r-oldrel: HSDiC_0.1.zip
macOS binaries: r-devel (arm64): HSDiC_0.1.tgz, r-release (arm64): HSDiC_0.1.tgz, r-oldrel (arm64): HSDiC_0.1.tgz, r-devel (x86_64): HSDiC_0.1.tgz, r-release (x86_64): HSDiC_0.1.tgz, r-oldrel (x86_64): HSDiC_0.1.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=HSDiC to link to this page.