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A scalable implementation of the highly adaptive lasso algorithm, including routines for constructing sparse matrices of basis functions of the observed data, as well as a custom implementation of Lasso regression tailored to enhance efficiency when the matrix of predictors is composed exclusively of indicator functions. For ease of use and increased flexibility, the Lasso fitting routines invoke code from the 'glmnet' package by default. The highly adaptive lasso was first formulated and described by MJ van der Laan (2017) <doi:10.1515/ijb-2015-0097>, with practical demonstrations of its performance given by Benkeser and van der Laan (2016) <doi:10.1109/DSAA.2016.93>. This implementation of the highly adaptive lasso algorithm was described by Hejazi, Coyle, and van der Laan (2020) <doi:10.21105/joss.02526>.
Version: | 0.4.6 |
Depends: | R (≥ 3.1.0), Rcpp |
Imports: | Matrix, stats, utils, methods, assertthat, origami (≥ 1.0.3), glmnet, data.table, stringr |
LinkingTo: | Rcpp, RcppEigen |
Suggests: | testthat, knitr, rmarkdown, microbenchmark, future, ggplot2, dplyr, tidyr, survival, SuperLearner |
Published: | 2023-11-14 |
DOI: | 10.32614/CRAN.package.hal9001 |
Author: | Jeremy Coyle |
Maintainer: | Jeremy Coyle <jeremyrcoyle at gmail.com> |
BugReports: | https://github.com/tlverse/hal9001/issues |
License: | GPL-3 |
URL: | https://github.com/tlverse/hal9001 |
NeedsCompilation: | yes |
Citation: | hal9001 citation info |
Materials: | README NEWS |
CRAN checks: | hal9001 results |
Reference manual: | hal9001.pdf |
Vignettes: |
Fitting the Highly Adaptive Lasso with hal9001 |
Package source: | hal9001_0.4.6.tar.gz |
Windows binaries: | r-devel: hal9001_0.4.6.zip, r-release: hal9001_0.4.6.zip, r-oldrel: hal9001_0.4.6.zip |
macOS binaries: | r-release (arm64): hal9001_0.4.6.tgz, r-oldrel (arm64): hal9001_0.4.6.tgz, r-release (x86_64): hal9001_0.4.6.tgz, r-oldrel (x86_64): hal9001_0.4.6.tgz |
Old sources: | hal9001 archive |
Reverse imports: | haldensify, txshift |
Reverse suggests: | riskRegression |
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These binaries (installable software) and packages are in development.
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