Fast Adaptive Shrinkage/Thresholding Algorithm
Overview
A collection of acceleration schemes for proximal gradient methods for estimating penalized regression parameters described in Goldstein, Studer, and Baraniuk (2016) arXiv:1411.3406. Schemes such as Fast Iterative Shrinkage and Thresholding Algorithm (FISTA) by Beck and Teboulle (2009) doi:10.1137/080716542 and the adaptive stepsize rule introduced in Wright, Nowak, and Figueiredo (2009) doi:10.1109/TSP.2009.2016892 are included. You provide the objective function and proximal mappings, and it takes care of the issues like stepsize selection, acceleration, and stopping conditions for you.
Install
Health
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Eric C. Chi <ecchi1105@gmail.com>’ Package CITATION file contains call(s) to old-style citEntry(). Please use bibentry() instead. The Description field contains Studer, and Baraniuk (2016) <arXiv:1411.3406>. Schemes such as Fast Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
- NOTE11 OK, 2 NOTENow
- NOTE9 OK, 5 NOTE2026-03-10
Documentation
- Help pages
- 1
- Examples that run
- 100%1 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 0%
- Help pages citing references
- 0%
Downloads
Dependencies
Installing fasta adds no packages beyond those that come with R.
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 0.1.0Latest2018-04-10 · current release
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2018-04-10
- Total releases
- 1 / 8 yrs
- License
- MIT + file LICENSE OSI
- Download size
- 4.8 KB
Cite
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