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smoothedLasso

1.6

A Framework to Smooth L1 Penalized Regression Operators using Nesterov Smoothing

0packages depend
2.6Kdownloads / year
test coverage
11/13checks pass

Overview

About
Maintained by Georg HahnFirst published 2020-04-037 releasesCRAN page ↗

We provide full functionality to smooth L1 penalized regression operators and to compute regression estimates thereof. For this, the objective function of a user-specified regression operator is first smoothed using Nesterov smoothing (see Y. Nesterov (2005) doi:10.1007/s10107-004-0552-5), resulting in a modified objective function with explicit gradients everywhere. The smoothed objective function and its gradient are minimized via BFGS, and the obtained minimizer is returned. Using Nesterov smoothing, the smoothed objective function can be made arbitrarily close to the original (unsmoothed) one. In particular, the Nesterov approach has the advantage that it comes with explicit accuracy bounds, both on the L1/L2 difference of the unsmoothed to the smoothed objective functions as well as on their respective minimizers (see G. Hahn, S.M. Lutz, N. Laha, C. Lange (2020) doi:10.1101/2020.09.17.301788). A progressive smoothing approach is provided which iteratively smoothes the objective function, resulting in more stable regression estimates. A function to perform cross validation for selection of the regularization parameter is provided.

Install

Health

CRAN checks
2NOTE11OK
Failing flavors
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Slowest check: 1.7 min · r-oldrel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
2
Dependencies · direct
Check history
  • NOTE2026-03-10
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
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Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
100%

Downloads

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Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)
Depends (0)
none
Imports (2)
RdpackMatrix
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
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Nothing depends on this yet.

Code & Tests

Code Composition
R 558 (53%)Rd 486 (47%)
Code characteristics
Cyclomatic complexity
1.0 median / 3 max

Test coverage

Line coverage

Expression

Tests / Examples

Functions

20 12 exported

Complexity

1.3 avg / 3 max

Call network

20 nodes / 11 edges

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Listed in earlier versions (4)
no longer listed · 1.0 to 1.6
no longer listed · 1.0 to 1.6
no longer listed · 1.0 to 1.6
no longer listed · 1.0 to 1.6
Package Timeline

7 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • 1.6Latest
    2021-03-21 · current release · diff ↗
  • 1.5
    2020-10-08 · diff ↗
  • 1.4
    2020-09-22 · diff ↗
  • 1.3
    2020-06-14 · diff ↗
  • 1.2
    2020-06-02 · diff ↗
  • 1.1
    2020-05-31 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 1.0
    2020-04-03
  • R
    R 3.6.0 released · 2019-04-26

Package metadata

First published
2020-04-03
Total releases
7 / 6 yrs
License
GPL (>= 2) OSI
Download size
8.1 KB
Installed size
not tracked yet
With dependencies
not tracked yet
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