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 stanford.edu>
License: GPL-2
URL: http://www.stanford.edu/~hastie/Papers/Sparsenet/jasa_MFH_final.pdf
NeedsCompilation: yes
CRAN checks: sparsenet results

Downloads:

Reference manual: sparsenet.pdf
Package source: sparsenet_1.2.tar.gz
OS X binary: sparsenet_1.2.tgz
Windows binary: sparsenet_1.2.zip
Old sources: sparsenet archive