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>.
| Version: |
1.0.0 |
| Imports: |
Matrix, MASS, Rcpp, RcppArmadillo, foreach, doParallel, class, graphics, parallel, stats, spatstat.sparse, methods |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
testthat (≥ 3.0.0), lintr |
| Published: |
2025-01-08 |
| DOI: |
10.32614/CRAN.package.MADMMplasso |
| Author: |
Theophilus Quachie Asenso [aut],
Manuela Zucknick [aut],
Waldir Leoncio 
[aut, cre],
Chi Zhang [aut] |
| Maintainer: |
Waldir Leoncio <w.l.netto at medisin.uio.no> |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| Language: |
en-GB |
| Materials: |
README NEWS |
| CRAN checks: |
MADMMplasso results |
Documentation:
Downloads:
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