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.

Package details

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
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.