jchiquet/quadrupenCRAN: Sparsity by Worst-Case Quadratic Penalties

Fits classical sparse regression models with efficient active set algorithms by solving quadratic problems as described in <arXiv:1210.2077>. Also provides a few methods for model selection purpose (cross-validation, stability selection).

Getting started

Package details

AuthorJulien Chiquet [aut, cre]
MaintainerJulien Chiquet <julien.chiquet@inra.fr>
LicenseGPL (>= 3)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
jchiquet/quadrupenCRAN documentation built on Aug. 28, 2019, 8:19 p.m.