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: |
1.0.2 |
Depends: |
R (≥ 3.5) |
Imports: |
cli, dotCall64, ggplot2, magrittr, Matrix, methods, rlang, RSpectra, tidyr |
Suggests: |
dplyr, gglasso, glmnet, knitr, markdown, rmarkdown, splines, testthat (≥ 3.0.0) |
Published: |
2023-09-25 |
DOI: |
10.32614/CRAN.package.sparsegl |
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/,
https://dajmcdon.github.io/sparsegl/ |
NeedsCompilation: |
yes |
Materials: |
README NEWS |
CRAN checks: |
sparsegl results [issues need fixing before 2024-07-01] |