ADSIHT: Adaptive Double Sparse Iterative Hard Thresholding

Solving high-dimensional double sparse linear regression via an iterative hard thresholding algorithm. Furthermore, the method is extended to jointly estimate multiple graphical models. For more details, please see <https://www.jmlr.org/papers/v25/23-0653.html> and <doi:10.48550/arXiv.2503.18722>.

Version:	0.2.1
Depends:	R (≥ 4.1.0)
Imports:	Matrix, mvnfast, Rcpp, purrr, snowfall
LinkingTo:	Rcpp, RcppEigen
Suggests:	knitr, rmarkdown, testthat
Published:	2025-11-28
DOI:	10.32614/CRAN.package.ADSIHT
Author:	Yanhang Zhang [aut, cre], Zhifan Li [aut], Jianxin Yin [aut], Shixiang Liu [aut], Lingren Kong [aut]
Maintainer:	Yanhang Zhang <zhangyh98 at tsinghua.edu.cn>
License:	GPL (≥ 3)
NeedsCompilation:	yes
Language:	en-GB
Materials:	README
CRAN checks:	ADSIHT results

Documentation:

Reference manual:

ADSIHT.html , ADSIHT.pdf

Downloads:

Package source:	ADSIHT_0.2.1.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): ADSIHT_0.2.1.tgz, r-oldrel (x86_64): ADSIHT_0.2.1.tgz
Old sources:	ADSIHT archive

Linking:

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