IterativeHardThresholding: Iterative Hard Thresholding Extensions to Cyclops

Fits large-scale regression models with a penalty that restricts the maximum number of non-zero regression coefficients to a prespecified value. While Chu et al (2020) <doi:10.1093/gigascience/giaa044> describe the basic algorithm, this package uses Cyclops for an efficient implementation.

Version:	1.0.3
Depends:	R (≥ 3.2.2), Cyclops (≥ 1.3.0)
Imports:	ParallelLogger
Suggests:	testthat, knitr, rmarkdown
Published:	2025-07-21
DOI:	10.32614/CRAN.package.IterativeHardThresholding
Author:	Marc A. Suchard [aut, cre], Patrick Ryan [aut], Observational Health Data Sciences and Informatics [cph]
Maintainer:	Marc A. Suchard <msuchard at ucla.edu>
License:	Apache License 2.0
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	IterativeHardThresholding results

Documentation:

Reference manual:

IterativeHardThresholding.html , IterativeHardThresholding.pdf

Downloads:

Package source:	IterativeHardThresholding_1.0.3.tar.gz
Windows binaries:	r-devel: IterativeHardThresholding_1.0.3.zip, r-release: IterativeHardThresholding_1.0.3.zip, r-oldrel: IterativeHardThresholding_1.0.3.zip
macOS binaries:	r-release (arm64): IterativeHardThresholding_1.0.3.tgz, r-oldrel (arm64): IterativeHardThresholding_1.0.3.tgz, r-release (x86_64): IterativeHardThresholding_1.0.3.tgz, r-oldrel (x86_64): IterativeHardThresholding_1.0.3.tgz
Old sources:	IterativeHardThresholding archive

Reverse dependencies:

Reverse suggests:

PatientLevelPrediction

Linking:

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