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.

AuthorRahul Mazumder, Trevor Hastie, Jerome Friedman
Date of publication2014-03-12 07:25:03
MaintainerTrevor Hastie <hastie@stanford.edu>
LicenseGPL-2
Version1.2
http://www.stanford.edu/~hastie/Papers/Sparsenet/jasa_MFH_final.pdf

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