Efficient implementation of sparse group lasso with optional bound constraints on the coefficients; see <doi:10.18637/jss.v110.i06>. 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: | 1.1.1 |
| 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: | 2024-08-24 |
| 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: | MIT + file LICENSE |
| URL: | https://github.com/dajmcdon/sparsegl, https://dajmcdon.github.io/sparsegl/ |
| NeedsCompilation: | yes |
| Citation: | sparsegl citation info |
| Materials: | README NEWS |
| CRAN checks: | sparsegl results |
| Reference manual: | sparsegl.pdf |
| Vignettes: |
Getting started with sparsegl (source, R code) |
| Package source: | sparsegl_1.1.1.tar.gz |
| Windows binaries: | r-devel: sparsegl_1.1.1.zip, r-release: sparsegl_1.1.1.zip, r-oldrel: sparsegl_1.1.1.zip |
| macOS binaries: | r-release (arm64): sparsegl_1.1.1.tgz, r-oldrel (arm64): sparsegl_1.1.1.tgz, r-release (x86_64): sparsegl_1.1.1.tgz, r-oldrel (x86_64): sparsegl_1.1.1.tgz |
| Old sources: | sparsegl archive |
| Reverse depends: | absorber |
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