BrokenAdaptiveRidge: Broken Adaptive Ridge Regression with Cyclops

Approximates best-subset selection (L0) regression with an iteratively adaptive Ridge (L2) penalty for large-scale models. This package uses Cyclops for an efficient implementation and the iterative method is described in Kawaguchi et al (2020) <doi:10.1002/sim.8438> and Li et al (2021) <doi:10.1016/j.jspi.2020.12.001>.

Version: 1.0.0
Depends: R (≥ 3.2.2), Cyclops (≥ 3.0.0)
Imports: futile.logger, bit64
Suggests: testthat, survival, knitr, rmarkdown
Published: 2023-04-07
DOI: 10.32614/CRAN.package.BrokenAdaptiveRidge
Author: Marc A. Suchard [aut, cre], Eric Kawaguchi [aut], Ning Li [aut], Gang Li [aut], Observational Health Data Sciences and Informatics [cph]
Maintainer: Marc A. Suchard <msuchard at>
License: Apache License 2.0
NeedsCompilation: no
Citation: BrokenAdaptiveRidge citation info
Materials: README
CRAN checks: BrokenAdaptiveRidge results


Reference manual: BrokenAdaptiveRidge.pdf


Package source: BrokenAdaptiveRidge_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): BrokenAdaptiveRidge_1.0.0.tgz, r-oldrel (arm64): BrokenAdaptiveRidge_1.0.0.tgz, r-release (x86_64): BrokenAdaptiveRidge_1.0.0.tgz, r-oldrel (x86_64): BrokenAdaptiveRidge_1.0.0.tgz


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