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: Linking:Please use the canonical form https://CRAN.R-project.org/package=MADMMplasso to link to this page.
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