Package: TFRE
Type: Package
Title: A Tuning-Free Robust and Efficient Approach to High-Dimensional
        Regression
Version: 0.1.0
Authors@R: c(person(given = "Yunan",family = "Wu", role = c("aut", "cre","cph"), email = "yunan.wu@utdallas.edu"), person(given = "Lan",family = "Wang", role = "aut") )  
Description: Provide functions to estimate the coefficients in
        high-dimensional linear regressions via a tuning-free and
        robust approach. The method was published in Wang, L., Peng,
        B., Bradic, J., Li, R. and Wu, Y. (2020), "A Tuning-free Robust
        and Efficient Approach to High-dimensional Regression", Journal
        of the American Statistical Association, 115:532,
        1700-1714(JASA’s discussion paper),
        <doi:10.1080/01621459.2020.1840989>. See also Wang, L., Peng,
        B., Bradic, J., Li, R. and Wu, Y. (2020), "Rejoinder to “A
        tuning-free robust and efficient approach to high-dimensional
        regression". Journal of the American Statistical Association,
        115, 1726-1729, <doi:10.1080/01621459.2020.1843865>; Peng, B.
        and Wang, L. (2015), "An Iterative Coordinate Descent Algorithm
        for High-Dimensional Nonconvex Penalized Quantile Regression",
        Journal of Computational and Graphical Statistics, 24:3,
        676-694, <doi:10.1080/10618600.2014.913516>; Clémençon, S.,
        Colin, I., and Bellet, A. (2016), "Scaling-up empirical risk
        minimization: optimization of incomplete u-statistics", The
        Journal of Machine Learning Research, 17(1):2682–2717; Fan, J.
        and Li, R. (2001), "Variable Selection via Nonconcave Penalized
        Likelihood and its Oracle Properties", Journal of the American
        Statistical Association, 96:456, 1348-1360,
        <doi:10.1198/016214501753382273>.
License: GPL (>= 2)
Encoding: UTF-8
Imports: Rcpp (>= 1.0.9),RcppParallel
LinkingTo: Rcpp,RcppEigen,RcppParallel
RoxygenNote: 7.3.1
Config/pak/sysreqs: cmake
Repository: https://yunanwu123.r-universe.dev
Date/Publication: 2024-01-29 18:34:30 UTC
RemoteUrl: https://github.com/yunanwu123/tfre
RemoteRef: HEAD
RemoteSha: 5dcee11988d5881ce8b20cc31007619895cad4ef
NeedsCompilation: yes
Packaged: 2026-09-30 07:33:19 UTC; root
Author: Yunan Wu [aut, cre, cph],
  Lan Wang [aut]
Maintainer: Yunan Wu <yunan.wu@utdallas.edu>