IterativeHardThresholding
Iterative Hard Thresholding Extensions to Cyclops
v1.0.3
·
Jul 21, 2025
·
Apache License 2.0
Description
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.
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| r-release-windows-x86_64 | OK |