HDMAADMM - ADMM for High-Dimensional Mediation Models
We use the Alternating Direction Method of Multipliers
(ADMM) for parameter estimation in high-dimensional,
single-modality mediation models. To improve the sensitivity
and specificity of estimated mediation effects, we offer the
sure independence screening (SIS) function for dimension
reduction. The available penalty options include Lasso, Elastic
Net, Pathway Lasso, and Network-constrained Penalty. The
methods employed in the package are based on Boyd, S., Parikh,
N., Chu, E., Peleato, B., & Eckstein, J. (2011).
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