Fast algorithm for solving the sparse group lasso convex optimization problem. This package apply template metaprogramming techniques, therefore  when compiling the package from source  a high level of optimization is needed to gain full speed (e.g. for the GCC compiler use O3). Use of multiple processors for cross validation and subsampling is supported through OpenMP. The Armadillo C++ library is used as the primary linear algebra engine. Armadillo is licensed under the MPL 2.0. The Armadillo C++ library is primarily developed at NICTA (Australia) by Conrad Sanderson, with contributions from around the world. Furthermore the package utilize various Boost libraries, in particular the Tuple library by Jaakko Jarvi and the Random library by Jens Maurer. The Boost libraries are licensed under the Boost Software License.
Package details 


Author  Martin Vincent 
Maintainer  Martin Vincent <[email protected]> 
License  GPL (>= 2) 
Version  0.0.80 
URL  http://arxiv.org/abs/1205.1245 http://arma.sourceforge.net/ http://www.boost.org/ 
Package repository  View on RForge 
Installation 
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