Efficient procedure for fitting regularization paths between L1 and L0, using the MC+ penalty of Zhang, C.H. (2010)<doi:10.1214/09-AOS729>. Implements the methodology described in Mazumder, Friedman and Hastie (2011) <doi:10.1198/jasa.2011.tm09738>. Sparsenet computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.
| Version: | 1.3 |
| Depends: | glmnet, Matrix (≥ 1.0-6), shape |
| Imports: | methods |
| Published: | 2019-02-11 |
| Author: | Rahul Mazumder [aut, cre], Trevor Hastie [aut, cre], Jerome Friedman [aut, cre] |
| Maintainer: | Trevor Hastie <hastie at stanford.edu> |
| License: | GPL-2 |
| URL: | http://www.stanford.edu/~hastie/Papers/Sparsenet/jasa_MFH_final.pdf |
| NeedsCompilation: | yes |
| Citation: | sparsenet citation info |
| CRAN checks: | sparsenet results |
| Reference manual: | sparsenet.pdf |
| Package source: | sparsenet_1.3.tar.gz |
| Windows binaries: | r-devel: sparsenet_1.3.zip, r-release: sparsenet_1.3.zip, r-oldrel: sparsenet_1.3.zip |
| OS X binaries: | r-release: sparsenet_1.3.tgz, r-oldrel: sparsenet_1.3.tgz |
| Old sources: | sparsenet archive |
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