sparsenet

Fit Sparse Linear Regression Models via Nonconvex Optimization

CRAN Package

Efficient procedure for fitting regularization paths between L1 and L0, using the MC+ penalty of Zhang, C.H. (2010)[https://doi.org/10.1214/09-AOS729]. Implements the methodology described in Mazumder, Friedman and Hastie (2011) [https://doi.org/10.1198/jasa.2011.tm09738]. Sparsenet computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.

  • Version1.7
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release11/16/2024

Team

Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN

Binaries

Dependencies

  • Depends2 packages
  • Reverse Imports1 package
  • Reverse Suggests1 package