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]>
Package repositoryView on CRAN
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sparsenet documentation built on May 29, 2017, 2:19 p.m.