quadrupen: Sparsity by Worst-Case Quadratic Penalties

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).

Package details

AuthorJulien Chiquet [aut, cre]
MaintainerJulien Chiquet <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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quadrupen documentation built on April 30, 2018, 5:04 p.m.