Fits large-scale regression models with a penalty that restricts the maximum number of non-zero regression coefficients to a prespecified value. While Chu et al (2020) <doi:10.1093/gigascience/giaa044> describe the basic algorithm, this package uses Cyclops for an efficient implementation.
| Version: | 1.0.3 | 
| Depends: | R (≥ 3.2.2), Cyclops (≥ 1.3.0) | 
| Imports: | ParallelLogger | 
| Suggests: | testthat, knitr, rmarkdown | 
| Published: | 2025-07-21 | 
| DOI: | 10.32614/CRAN.package.IterativeHardThresholding | 
| Author: | Marc A. Suchard [aut, cre], Patrick Ryan [aut], Observational Health Data Sciences and Informatics [cph] | 
| Maintainer: | Marc A. Suchard <msuchard at ucla.edu> | 
| License: | Apache License 2.0 | 
| NeedsCompilation: | no | 
| Materials: | README, NEWS | 
| CRAN checks: | IterativeHardThresholding results | 
| Reference manual: | IterativeHardThresholding.html , IterativeHardThresholding.pdf | 
| Package source: | IterativeHardThresholding_1.0.3.tar.gz | 
| Windows binaries: | r-devel: IterativeHardThresholding_1.0.3.zip, r-release: IterativeHardThresholding_1.0.3.zip, r-oldrel: IterativeHardThresholding_1.0.3.zip | 
| macOS binaries: | r-release (arm64): IterativeHardThresholding_1.0.3.tgz, r-oldrel (arm64): IterativeHardThresholding_1.0.3.tgz, r-release (x86_64): IterativeHardThresholding_1.0.3.tgz, r-oldrel (x86_64): IterativeHardThresholding_1.0.3.tgz | 
| Old sources: | IterativeHardThresholding archive | 
| Reverse suggests: | PatientLevelPrediction | 
Please use the canonical form https://CRAN.R-project.org/package=IterativeHardThresholding to link to this page.