xrnet (Q140098)
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Hierarchical Regularized Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | xrnet |
Hierarchical Regularized Regression |
Statements
18 December 2025
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Fits hierarchical regularized regression models to incorporate potentially informative external data, Weaver and Lewinger (2019) <doi:10.21105/joss.01761>. Utilizes coordinate descent to efficiently fit regularized regression models both with and without external information with the most common penalties used in practice (i.e. ridge, lasso, elastic net). Support for standard R matrices, sparse matrices and big.matrix objects.
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Dixin Shen
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