sparsenet-package: Fit a linear model regularized by the nonconvex MC+ sparsity...

Description Details Author(s) References Examples

Description

Sparsenet uses coordinate descent on the MC+ nonconvex penalty family, and fits a surface of solutions over the two-dimensional parameter space.

Details

Package: sparsenet
Type: Package
Version: 1.0
Date: 2012-01-22
License: GPL-2

At its simplest, provide x,y data and it returns the solution paths. There are tools for prediction, cross-validation, plotting and printing.

Author(s)

Rahul Mazumder, Jerome Friedman and Trevor Hastie

Maintainer: Trevor Hastie <[email protected]>

References

http://www.stanford.edu/~hastie/Papers/Sparsenet/jasa_MFH_final.pdf

Examples

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x=matrix(rnorm(100*20),100,20)
y=rnorm(100)
fit=sparsenet(x,y)
plot(fit)
cvfit=cv.sparsenet(x,y)
plot(cvfit)

sparsenet documentation built on May 29, 2017, 2:19 p.m.