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.

Install the latest version of this package by entering the following in R:
install.packages("sparsenet")
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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Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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