sparsegl: Sparse Group Lasso

Efficient implementation of sparse group lasso with optional bound constraints on the coefficients. 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: 0.3.0
Depends: R (≥ 3.5)
Imports: Matrix, RSpectra, assertthat, methods, tidyr, ggplot2, magrittr, rlang, dotCall64
Suggests: testthat (≥ 3.0.0), knitr, rmarkdown, markdown, glmnet
Published: 2022-03-07
Author: Daniel J. McDonald [aut, cre], Xiaoxuan Liang [aut], Aaron Cohen [aut]
Maintainer: Daniel J. McDonald <daniel at stat.ubc.ca>
BugReports: https://github.com/dajmcdon/sparsegl/issues/
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/dajmcdon/sparsegl/
NeedsCompilation: yes
Materials: README
CRAN checks: sparsegl results

Documentation:

Reference manual: sparsegl.pdf
Vignettes: Getting started with 'sparsegl'

Downloads:

Package source: sparsegl_0.3.0.tar.gz
Windows binaries: r-devel: sparsegl_0.3.0.zip, r-release: sparsegl_0.3.0.zip, r-oldrel: sparsegl_0.3.0.zip
macOS binaries: r-release (arm64): sparsegl_0.3.0.tgz, r-release (x86_64): sparsegl_0.3.0.tgz, r-oldrel: sparsegl_0.3.0.tgz

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