This package fits classical sparse regression models with efficient active set algorithms by solving quadratic problems. Also provides a few methods for model selection purpose (cross-validation, stability selection).
|Date of publication||2014-01-16 16:32:23|
|Maintainer||Julien Chiquet <firstname.lastname@example.org>|
|License||GPL (>= 2)|
bounded.reg: Fit a linear model with infinity-norm plus ridge-like...
crossval: Cross-validation function for quadrupen fitting methods.
cvpen-class: Class "cvpen"
elastic.net: Fit a linear model with elastic-net regularization
plot.cvpen: Plot method for cross validated error of a 'quadrupen' model
plot.quadrupen: Plot method for a quadrupen object
plot.stability.path: Plot method for 'stability.path'.
quadrupen-class: Class "quadrupen"
quadrupen-package: Sparsity by Worst-Case Quadratic Penalties
stability: Stability selection for a quadrupen fit.
stability.path-class: Class "stability.path"