Cyclops is part of the OHDSI Methods Library.

# Introduction

Cyclops (Cyclic coordinate descent for logistic, Poisson and survival analysis) is an R package for performing large scale regularized regressions.

# Features

• Regression of very large problems: up to millions of observations, millions of variables
• Supports (conditional) logistic regression, (conditional) Poisson regression, as well as (conditional) Cox regression
• Uses a sparse representation of the independent variables when appropriate
• Supports using no prior, a normal prior or a Laplace prior
• Supports automatic selection of hyperparameter through cross-validation
• Efficient estimation of confidence intervals for a single variable using a profile-likelihood for that variable

# Examples

  library(Cyclops)
cyclopsData <- createCyclopsDataFrame(formula)
cyclopsFit <- fitCyclopsModel(cyclopsData)

# Technology

Cyclops in an R package, with most functionality implemented in C++. Cyclops uses cyclic coordinate descent to optimize the likelihood function, which makes use of the sparse nature of the data.

# System Requirements

Requires R (version 3.1.0 or higher). Compilation on Windows requires RTools >= 3.4.

# Installation

In R, to install the latest stable version, install from CRAN:

install.packages("Cyclops")

To install the latest development version, install from GitHub. Note that this will require RTools to be installed.

install.packages("devtools")
devtools::install_github("ohdsi/Cyclops")

# Development

Cyclops is being developed in R Studio.

Beta

# Acknowledgements

• This project is supported in part through the National Science Foundation grants IIS 1251151 and DMS 1264153.