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DESCRIPTION
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Package: oscar
Type: Package
Title: Optimal Subset Cardinality Regression (OSCAR) Models Using the L0-Pseudonorm
Version: 1.2.1
Date: 2023-10-02
Authors@R: c(
person(given=c("Teemu", "Daniel"), family="Laajala", role=c("aut", "cre"), email="[email protected]", comment = c(ORCID = "0000-0002-7016-7354")),
person(given="Kaisa", family="Joki", role=c("aut"), email="[email protected]"),
person(given="Anni", family="Halkola", role=c("aut"), email="[email protected]"))
Description: Optimal Subset Cardinality Regression (OSCAR) models offer
regularized linear regression using the L0-pseudonorm, conventionally
known as the number of non-zero coefficients. The package estimates an
optimal subset of features using the L0-penalization via
cross-validation, bootstrapping and visual diagnostics. Effective
Fortran implementations are offered along the package for finding
optima for the DC-decomposition, which is used for transforming the
discrete L0-regularized optimization problem into a continuous
non-convex optimization task. These optimization modules include DBDC
('Double Bundle method for nonsmooth DC optimization' as described in
Joki et al. (2018) <doi:10.1137/16M1115733>) and LMBM ('Limited
Memory Bundle Method for large-scale nonsmooth optimization' as
in Haarala et al. (2004) <doi:10.1080/10556780410001689225>). The
OSCAR models are comprehensively exemplified in Halkola et al. (2023)
<doi:10.1371/journal.pcbi.1010333>). Multiple regression model families
are supported: Cox, logistic, and Gaussian.
License: GPL-3
LazyData: true
URL: https://github.com/Syksy/oscar
BugReports: https://github.com/Syksy/oscar/issues
NeedsCompilation: yes
Depends:
R (>= 3.6.0)
Imports:
graphics,
grDevices,
hamlet,
Matrix,
methods,
stats,
survival,
utils,
pROC
Suggests:
ePCR,
glmnet,
knitr,
rmarkdown
VignetteBuilder:
knitr
Encoding: UTF-8
RoxygenNote: 7.2.3