quadrupen: Sparsity by Worst-Case Quadratic Penalties

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).

AuthorJulien Chiquet
Date of publication2014-01-16 16:32:23
MaintainerJulien Chiquet <julien.chiquet@genopole.cnrs.fr>
LicenseGPL (>= 2)
Version0.2-4

View on CRAN

Files in this package

quadrupen
quadrupen/inst
quadrupen/inst/examples
quadrupen/inst/examples/Rplots.pdf
quadrupen/inst/examples/crossval.R
quadrupen/inst/examples/bounded.reg.R
quadrupen/inst/examples/plot.stability.R
quadrupen/inst/examples/stability.R
quadrupen/inst/examples/elastic.net.R
quadrupen/inst/examples/plot.crossval.R
quadrupen/inst/examples/plot.quadrupen.R
quadrupen/inst/examples/minimal.R
quadrupen/inst/CITATION
quadrupen/inst/tests
quadrupen/inst/tests/test-cg.R
quadrupen/inst/tests/check_cv_bulletproof.R
quadrupen/inst/tests/test-lasso.R
quadrupen/inst/tests/test-senet.R
quadrupen/inst/tests/test-enet.R
quadrupen/inst/tests/check_breg_bulletproof.R
quadrupen/inst/tests/test-penscale.R
quadrupen/inst/tests/check_monitor.R
quadrupen/inst/tests/test-warm.R
quadrupen/inst/tests/test-sparse.R
quadrupen/inst/tests/prostate.rda
quadrupen/src
quadrupen/src/Makevars
quadrupen/src/first_order.cpp
quadrupen/src/quadratic.h
quadrupen/src/elastic_net.cpp
quadrupen/src/utils.h
quadrupen/src/utils.cpp
quadrupen/src/bounded_reg.cpp
quadrupen/src/elastic_net.h
quadrupen/src/Makevars.win
quadrupen/src/bounded_reg.h
quadrupen/src/first_order.h
quadrupen/src/quadratic.cpp
quadrupen/NAMESPACE
quadrupen/demo
quadrupen/demo/quad_breg.R
quadrupen/demo/00Index
quadrupen/demo/quad_enet.R
quadrupen/NEWS
quadrupen/R
quadrupen/R/quadrupen.R quadrupen/R/crossval.R quadrupen/R/stability-class.R quadrupen/R/quadrupen-class.R quadrupen/R/stability.R quadrupen/R/crossval-class.R quadrupen/R/init.R quadrupen/R/quadrupen-package.R
quadrupen/MD5
quadrupen/DESCRIPTION
quadrupen/man
quadrupen/man/quadrupen-package.Rd quadrupen/man/elastic.net.Rd quadrupen/man/plot.cvpen.Rd quadrupen/man/cvpen-class.Rd quadrupen/man/plot.stability.path.Rd quadrupen/man/plot.quadrupen.Rd quadrupen/man/bounded.reg.Rd quadrupen/man/stability.path-class.Rd quadrupen/man/stability.Rd quadrupen/man/quadrupen-class.Rd quadrupen/man/crossval.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.