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 stanford.edu> |
| License: | GPL-2 |
| URL: | http://www.stanford.edu/~hastie/Papers/Sparsenet/jasa_MFH_final.pdf |
| NeedsCompilation: | yes |
| CRAN checks: | sparsenet results |
| Reference manual: | sparsenet.pdf |
| Package source: | sparsenet_1.2.tar.gz |
| Windows binaries: | r-devel: sparsenet_1.2.zip, r-release: sparsenet_1.2.zip, r-oldrel: sparsenet_1.2.zip |
| OS X Mavericks binaries: | r-release: sparsenet_1.2.tgz, r-oldrel: sparsenet_1.2.tgz |
| Old sources: | sparsenet archive |
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