sparsenet: Fit sparse linear regression models via nonconvex optimization

Sparsenet uses the MC+ penalty of Zhang. It computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.

Version: 1.2
Depends: glmnet, shape
Published: 2014-03-12
Author: Rahul Mazumder, Trevor Hastie, Jerome Friedman
Maintainer: Trevor Hastie <hastie at>
License: GPL-2
NeedsCompilation: yes
CRAN checks: sparsenet results


Reference manual: sparsenet.pdf
Package source: sparsenet_1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: sparsenet_1.2.tgz, r-oldrel: sparsenet_1.2.tgz
Old sources: sparsenet archive


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