Package: MADMMplasso 1.0.0
MADMMplasso: Multi Variate Multi Response ADMM with Interaction Effects
This system allows one to model a multi-variate, multi-response problem with interaction effects. It combines the usual squared error loss for the multi-response problem with some penalty terms to encourage responses that correlate to form groups and also allow for modeling main and interaction effects that exit within the covariates. The optimization method employed is the Alternating Direction Method of Multipliers (ADMM). The implementation is based on the methodology presented on Quachie Asenso, T., & Zucknick, M. (2023) <doi:10.48550/arXiv.2303.11155>.
Authors:
MADMMplasso_1.0.0.tar.gz
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MADMMplasso.pdf |MADMMplasso.html✨
MADMMplasso/json (API)
NEWS
| # Install 'MADMMplasso' in R: |
| install.packages('MADMMplasso', repos = c('https://wleoncio.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 months agofrom:4e1d3e6002. Checks:11 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Feb 08 2025 |
| R-4.5-win-x86_64 | OK | Feb 08 2025 |
| R-4.5-mac-x86_64 | OK | Feb 08 2025 |
| R-4.5-mac-aarch64 | OK | Feb 08 2025 |
| R-4.5-linux-x86_64 | OK | Feb 08 2025 |
| R-4.4-win-x86_64 | OK | Feb 08 2025 |
| R-4.4-mac-x86_64 | OK | Feb 08 2025 |
| R-4.4-mac-aarch64 | OK | Feb 08 2025 |
| R-4.3-win-x86_64 | OK | Feb 08 2025 |
| R-4.3-mac-x86_64 | OK | Feb 08 2025 |
| R-4.3-mac-aarch64 | OK | Feb 08 2025 |
Exports:admm_MADMMplassoadmm_MADMMplasso_cppcompute_pliablecv_MADMMplassogenerate_my_wMADMMplassosim2tree_parms
Dependencies:abindclasscodetoolsdoParallelforeachiteratorslatticeMASSMatrixRcppRcppArmadillospatstat.sparsespatstat.utilstensor
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Fit the ADMM part of model for the given lambda values | admm_MADMMplasso |
| Fit the ADMM part of model for a given lambda vale | admm_MADMMplasso_cpp |
| Compute the interaction part of the model. | compute_pliable |
| Carries out cross-validation for a MADMMplasso model over a path of regularization values | cv_MADMMplasso |
| Generate the matrix W as seen in equation 8 for use in the function. | generate_my_w |
| MADMMplasso: Multi Variate Multi Response ADMM with Interaction Effects | MADMMplasso-package MADMMplasso |
| Compute predicted values from a fitted MADMMplasso object. Make predictions from a fitted MADMMplasso model | predict.MADMMplasso |
| Simulate data for the model. This is the second simulation data used in the paper | sim2 |
| Fit the hierarchical tree structure | tree_parms |
