jchiquet/quadrupenCRAN: Sparsity by Worst-Case Quadratic Penalties

Fits classical sparse regression models with efficient active set algorithms by solving quadratic problems. Also provides a few methods for model selection purpose (cross-validation, stability selection).

Getting started

Package details

AuthorJulien Chiquet [aut, cre]
MaintainerJulien Chiquet <[email protected]>
LicenseGPL (>= 3)
Version0.2-6
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("jchiquet/quadrupenCRAN")
jchiquet/quadrupenCRAN documentation built on May 1, 2018, 12:26 a.m.