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: | 1.0.0 |
| Depends: | R (≥ 3.5) |
| Imports: | cli, dotCall64, ggplot2, magrittr, Matrix, methods, rlang, RSpectra, tidyr |
| Suggests: | dplyr, glmnet, knitr, markdown, rmarkdown, splines, testthat (≥ 3.0.0) |
| Published: | 2022-11-28 |
| Author: | Daniel J. McDonald [aut, cre], Xiaoxuan Liang [aut], Anibal Solón Heinsfeld [aut], Aaron Cohen [aut], Yi Yang [ctb], Hui Zou [ctb], Jerome Friedman [ctb], Trevor Hastie [ctb], Rob Tibshirani [ctb], Balasubramanian Narasimhan [ctb], Kenneth Tay [ctb], Noah Simon [ctb], Junyang Qian [ctb], James Yang [ctb] |
| 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 NEWS |
| CRAN checks: | sparsegl results |
| Reference manual: | sparsegl.pdf |
| Vignettes: |
Getting started with sparsegl |
| Package source: | sparsegl_1.0.0.tar.gz |
| Windows binaries: | r-devel: sparsegl_1.0.0.zip, r-release: sparsegl_1.0.0.zip, r-oldrel: sparsegl_1.0.0.zip |
| macOS binaries: | r-release (arm64): sparsegl_1.0.0.tgz, r-oldrel (arm64): sparsegl_1.0.0.tgz, r-release (x86_64): sparsegl_1.0.0.tgz, r-oldrel (x86_64): sparsegl_1.0.0.tgz |
| Old sources: | sparsegl archive |
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