sparsenet: Fit sparse linear regression models via nonconvex optimization

Sparsenet uses the MC+ penalty of Zhang. It computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.

Package details

AuthorRahul Mazumder, Trevor Hastie, Jerome Friedman
MaintainerTrevor Hastie <[email protected]>
LicenseGPL-2
Version1.2
URL http://www.stanford.edu/~hastie/Papers/Sparsenet/jasa_MFH_final.pdf
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sparsenet")

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sparsenet documentation built on May 29, 2017, 2:19 p.m.