quadrupen
Sparsity by Worst-Case Quadratic Penalties
Fits classical sparse regression models with efficient active set algorithms by solving quadratic problems as described by Grandvalet, Chiquet and Ambroise (2017) doi:10.48550/arXiv.1210.2077. Also provides a few methods for model selection purpose (cross-validation, stability selection).
- Version0.2-12
- R versionunknown
- LicenseGPL (≥ 3)
- Needs compilation?Yes
- Languageen-US
- quadrupen citation info
- Last release06/25/2024
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Julien Chiquet
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- Depends3 packages
- Imports2 packages
- Suggests5 packages
- Linking To2 packages