Family of Lasso Regression
Overview
Provides implementations of a family of Lasso variants, including Dantzig Selector, LAD Lasso, SQRT Lasso, and Lq Lasso, for estimating high-dimensional sparse linear models. We adopt the alternating direction method of multipliers and convert the original optimization problem into a sequence of L1-penalized least-squares minimization problems that are efficiently solved by linearization and multi-stage screening. In addition to sparse linear model estimation, we provide extensions of these methods to sparse Gaussian graphical model estimation, including TIGER and CLIME, using either L1 or adaptive penalties. Missing values can be tolerated for Dantzig selector and CLIME. Computation is memory-optimized using sparse matrix output. For more information, see https://www.jmlr.org/papers/volume16/li15a/li15a.pdf.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 21includes a package overview page
- Examples that run
- 100%8 run in a plain check
- Exported functions with examples
- 37%
- Documented parameters
- 100%
- Return-value docs
- 42%
- Help pages citing references
- 43%
- vignette PDF
Downloads
Dependencies
Installing flare adds 9 packages (6 with compiled code, 8.0 MB of source tarballs). Heaviest: igraph 4.8 MB, vctrs 1.0 MB, rlang 766 KB.
Code & Tests
Datasets
People & History
Previously maintained by Xingguo Li (0.9.6 to 1.7.0.2).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.8Latest
- RR 4.5.0 released · 2025-04-11
- 1.7.0.22024-11-04 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.7.0.12022-05-23 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- unarchivedReturned to CRAN2020-12-01
- 1.7.02020-12-01 · diff ↗
- archivedRemoved from CRAN2020-05-17
- RR 4.0.0 released · 2020-04-24
- 1.6.0.22019-08-02 · diff ↗
- orphanedOrphaned by its maintainer2019-07-02misuse of package= for PACKAGE= was not corrected despite reminder. More corrections on 2019-08-02
- 1.6.0.12019-07-02 · diff ↗
Show 19 earlier eventsHide 19 earlier events
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 1.6.0
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- 1.5.02014-10-19 · diff ↗
- 1.4.02014-07-09 · diff ↗
- 1.3.02014-04-26 · diff ↗
- RR 3.1.0 released · 2014-04-10
- 1.2.02014-03-30 · diff ↗
- 1.1.02014-03-13 · diff ↗ ·
removed 13 exports
flare.tiger, flare.tiger.generator, flare.tiger.clime.mfista, flare.tiger.slasso.mfista, flare.tiger.roc, flare.tiger.select, flare.slim, flare.slim.lad.mfista, flare.slim.sqrt.mfista, flare.slim.dantzig.mfista, flare.plot, print.tiger, plot.tigeradded 17 exports
sugm, sugm.generator, sugm.clime.ladm.scr, sugm.tiger.ladm.scr, sugm.roc, sugm.select, slim, slim.lad.ladm.scr.btr, slim.sqrt.ladm.scr, slim.dantzig.ladm.scr, slim.lq.ladm.scr.btr, slim.lasso.ladm.scr, sugm.plot, print.sugm, plot.sugm, coef.slim, predict.slim - 1.0.02013-08-27 · diff ↗ ·
removed 4 exports
flare.tiger.clime.hadm, flare.tiger.aclime.cdadm, flare.slim.dantzig, flare.slim.lqadded 2 exports
flare.tiger.clime.mfista, flare.slim.dantzig.mfista - RR 3.0.0 released · 2013-04-03
- 0.9.92013-04-01 · diff ↗
- 0.9.82013-01-27 · diff ↗ ·
removed 5 exports
flare.tiger.clime.cdadm, flare.tiger.clime.ladm, flare.tiger.slasso.cdadm, flare.slim.lad, flare.slim.sqrtadded 3 exports
flare.tiger.slasso.mfista, flare.slim.lad.mfista, flare.slim.sqrt.mfista - 0.9.72012-11-30 · diff ↗
- 0.9.62012-11-27
- RR 2.15.0 released · 2012-03-30
Package metadata
- First published
- 2012-11-27
- Total releases
- 17 / 14 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 2.15.0
- Bundled data
- 176 KB / 1 file
- Download size
- 1.2 MB
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