Package: natural 0.9.0
natural: Estimating the Error Variance in a High-Dimensional Linear Model
Implementation of the two error variance estimation methods in high-dimensional linear models of Yu, Bien (2017) <arxiv:1712.02412>.
Authors:
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natural.pdf |natural.html✨
natural/json (API)
NEWS
| # Install 'natural' in R: |
| install.packages('natural', repos = c('https://hugogogo.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/hugogogo/natural/issues
Last updated 7 years agofrom:745ee2468e. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 27 2024 |
| R-4.5-win-x86_64 | OK | Aug 27 2024 |
| R-4.5-linux-x86_64 | OK | Aug 27 2024 |
| R-4.4-win-x86_64 | OK | Aug 27 2024 |
| R-4.4-mac-x86_64 | OK | Aug 27 2024 |
| R-4.4-mac-aarch64 | OK | Aug 27 2024 |
| R-4.3-win-x86_64 | OK | Aug 27 2024 |
| R-4.3-mac-x86_64 | OK | Aug 27 2024 |
| R-4.3-mac-aarch64 | OK | Aug 27 2024 |
Exports:make_sparse_modelnlasso_cvnlasso_patholassoolasso_cvolasso_path
Dependencies:codetoolsforeachglmnetiteratorslatticeMatrixRcppRcppEigenshapesurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Get the two (theoretical) values of lambdas used in the organic lasso | getLam_olasso |
| Get the two (theoretical) values of lambdas used in scaled lasso | getLam_slasso |
| Generate sparse linear model and random samples | make_sparse_model |
| natural: Natural and Organic lasso estimates of error variance in high-dimensional linear models | natural-package natural |
| Cross-validation for natural lasso | nlasso_cv |
| Fit a linear model with natural lasso | nlasso_path |
| Error standard deviation estimation using organic lasso | olasso |
| Cross-validation for organic lasso | olasso_cv |
| Fit a linear model with organic lasso | olasso_path |
| Solve organic lasso problem with a single value of lambda The lambda values are for slow rates, which could give less satisfying results | olasso_slow |
| plot a natural.cv object | plot.natural.cv |
| plot a natural.path object | plot.natural.path |
| print a natural.path object | print.natural.path |
| Standardize the n -by- p design matrix X to have column means zero and ||X_j||_2^2 = n for all j | standardize |
