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: | 1.1 |
| Depends: | glmnet, shape, abind |
| Published: | 2013-01-07 |
| 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 |
| Package source: | sparsenet_1.1.tar.gz |
| MacOS X binary: | sparsenet_1.1.tgz |
| Windows binary: | sparsenet_1.1.zip |
| Reference manual: | sparsenet.pdf |
| Old sources: | sparsenet archive |