swMATH ID: 35165
Software Authors: Jeremy Coyle, Nima Hejazi, David Benkeser, Oleg Sofrygin, Weixin Cai, Mark van der Laan
Description: R package hal9001: The Scalable Highly Adaptive Lasso. A scalable implementation of the highly adaptive lasso algorithm, including routines for constructing sparse matrices of basis functions of the observed data, as well as a custom implementation of Lasso regression tailored to enhance efficiency when the matrix of predictors is composed exclusively of indicator functions. For ease of use and increased flexibility, the Lasso fitting routines invoke code from the ’glmnet’ package by default. The highly adaptive lasso was first formulated and described by MJ van der Laan (2017) <doi:10.1515/ijb-2015-0097>, with practical demonstrations of its performance given by Benkeser and van der Laan (2016) <doi:10.1109/DSAA.2016.93>.
Homepage: https://cran.r-project.org/web/packages/hal9001/index.html
Source Code:  https://github.com/cran/hal9001
Dependencies: R
Related Software: txshift; R; haldensify; origami; CRAN; sl3; Rcpp; glmnet
Cited in: 0 Publications

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