Package: PRIMAL 1.0.2

PRIMAL: Parametric Simplex Method for Sparse Learning

Implements a unified framework of parametric simplex method for a variety of sparse learning problems (e.g., Dantzig selector (for linear regression), sparse quantile regression, sparse support vector machines, and compressive sensing) combined with efficient hyper-parameter selection strategies. The core algorithm is implemented in C++ with Eigen3 support for portable high performance linear algebra. For more details about parametric simplex method, see Haotian Pang (2017) <https://papers.nips.cc/paper/6623-parametric-simplex-method-for-sparse-learning.pdf>.

Authors:Zichong Li, Qianli Shen

PRIMAL_1.0.2.tar.gz
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PRIMAL_1.0.2.tgz(r-4.4-x86_64)PRIMAL_1.0.2.tgz(r-4.4-arm64)PRIMAL_1.0.2.tgz(r-4.3-x86_64)PRIMAL_1.0.2.tgz(r-4.3-arm64)
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PRIMAL.pdf |PRIMAL.html
PRIMAL/json (API)

# Install 'PRIMAL' in R:
install.packages('PRIMAL', repos = c('https://zichongli5.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.00 score 3 scripts 124 downloads 10 mentions 5 exports 4 dependencies

Last updated 5 years agofrom:cd516a3897. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 06 2024
R-4.5-win-x86_64NOTENov 06 2024
R-4.5-linux-x86_64NOTENov 06 2024
R-4.4-win-x86_64NOTENov 06 2024
R-4.4-mac-x86_64NOTENov 06 2024
R-4.4-mac-aarch64NOTENov 06 2024
R-4.3-win-x86_64NOTENov 06 2024
R-4.3-mac-x86_64NOTENov 06 2024
R-4.3-mac-aarch64NOTENov 06 2024

Exports:CompressedSensing_solverDantzig_solverPSM_solverQuantileRegression_solverSparseSVM_solver

Dependencies:latticeMatrixRcppRcppEigen

vignette

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Last update: 2019-10-02
Started: 2019-10-02