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
NeedsCompilation: yes
Packaged: 2024-01-29 18:32:42 UTC; WindyWu
Author: Yunan Wu [aut, cre, cph],
  Lan Wang [aut]
Maintainer: Yunan Wu <yunan.wu@utdallas.edu>
Repository: CRAN
Date/Publication: 2024-01-31 19:50:05 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-27 04:32:24 UTC; unix
Archs: TFRE.so.dSYM
