sparsegl: Sparse Group Lasso
Efficient implementation of sparse group lasso with optional bound
constraints on the coefficients. It supports the use of a sparse design matrix
as well as
returning coefficient estimates in a sparse matrix. Furthermore, it correctly
calculates the degrees of freedom to allow for information criteria rather
than cross-validation with very large data. Finally, the interface to
compiled code avoids unnecessary copies and allows for the use of
long integers.
| Version: |
0.3.0 |
| Depends: |
R (≥ 3.5) |
| Imports: |
Matrix, RSpectra, assertthat, methods, tidyr, ggplot2, magrittr, rlang, dotCall64 |
| Suggests: |
testthat (≥ 3.0.0), knitr, rmarkdown, markdown, glmnet |
| Published: |
2022-03-07 |
| Author: |
Daniel J. McDonald [aut, cre],
Xiaoxuan Liang [aut],
Aaron Cohen [aut] |
| Maintainer: |
Daniel J. McDonald <daniel at stat.ubc.ca> |
| BugReports: |
https://github.com/dajmcdon/sparsegl/issues/ |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/dajmcdon/sparsegl/ |
| NeedsCompilation: |
yes |
| Materials: |
README |
| CRAN checks: |
sparsegl results |
Documentation:
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