xrnet

MaRDI QIDQ140098CRANFDO

Authors Garrett Weaver, Dixin Shen

Last update 18 December 2025

Copyright license GNU General Public License, version 2.0

Software version identifier 0.1.7, PACKAGES.rds, 0.1.6, 1.0.0, 1.0.1

Description

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.

Cites work

• xrnet: Hierarchical Regularized Regression to Incorporate External Data

Cited in

(1)

• sparselink

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