sparsenet: Fit sparse linear regression models via nonconvex optimization
Version 1.2

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

AuthorRahul Mazumder, Trevor Hastie, Jerome Friedman
Date of publication2014-03-12 07:25:03
MaintainerTrevor Hastie <hastie@stanford.edu>
LicenseGPL-2
Version1.2
URL http://www.stanford.edu/~hastie/Papers/Sparsenet/jasa_MFH_final.pdf
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("sparsenet")

Getting started

Package overview

Popular man pages

cv.sparsenet: Cross-validation for sparsenet
gendata: Generate data for testing sparse model selection
plot.sparsenet: plot coefficients from a "sparsenet" object
predict.cv.sparsenet: make predictions from a "cv.sparsenet" object.
predict.sparsenet: make predictions from a "sparsenet" object.
sparsenet: Fit a linear model regularized by the nonconvex MC+ sparsity...
sparsenet-package: Fit a linear model regularized by the nonconvex MC+ sparsity...
See all...

All man pages Function index File listing

Man pages

cv.sparsenet: Cross-validation for sparsenet
gendata: Generate data for testing sparse model selection
plot.cv.sparsenet: plot the cross-validation curves produced by cv.sparsenet
plot.sparsenet: plot coefficients from a "sparsenet" object
predict.cv.sparsenet: make predictions from a "cv.sparsenet" object.
predict.sparsenet: make predictions from a "sparsenet" object.
sparsenet: Fit a linear model regularized by the nonconvex MC+ sparsity...
sparsenet-internal: Internal sparsenet functions
sparsenet-package: Fit a linear model regularized by the nonconvex MC+ sparsity...

Functions

Files

configure.in
src
src/Makevars.in
src/sparsenet.f90
src/Makevars.win
NAMESPACE
R
R/sparsepredict.R
R/gendata.R
R/lambda0.R
R/predict.cv.sparsenet.R
R/onAttach.R
R/argmin.R
R/print.sparsenet.R
R/coef.sparsenet.R
R/summary.sparsenet.R
R/cv.sparsenet.R
R/print.cv.sparsenet.R
R/sparsenet.R
R/predict.sparsenet.R
R/zeromat.R
R/coef.cv.sparsenet.R
R/plot.cv.sparsenet.R
R/plot.sparsenet.R
R/getcoef_list.R
MD5
DESCRIPTION
configure
man
man/predict.sparsenet.Rd
man/cv.sparsenet.Rd
man/gendata.Rd
man/sparsenet.Rd
man/sparsenet-internal.Rd
man/plot.sparsenet.Rd
man/plot.cv.sparsenet.Rd
man/predict.cv.sparsenet.Rd
man/sparsenet-package.Rd
configure.win
cleanup
sparsenet documentation built on May 19, 2017, 11:43 a.m.

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