sglssnal
Sparse-Group Lasso via Semismooth Newton Augmented Lagrangian
Implements the sparse-group lasso method of Zhang et al. (2020) <doi:10.1007/s10107-018-1329-6>. Unlike many widely available methods based on first-order descent, this method uses second-order information to solve the dual optimization problem via a semismooth Newton method.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | sglssnal_0.1.0.tar.gz |
941.8 KiB |
0.1.0 |
rolling linux/noble R-4.5 | sglssnal_0.1.0.tar.gz |
955.1 KiB |
0.1.0 |
rolling source/ R- | sglssnal_0.1.0.tar.gz |
640.7 KiB |
0.1.0 |
latest linux/jammy R-4.5 | sglssnal_0.1.0.tar.gz |
941.8 KiB |
0.1.0 |
latest linux/noble R-4.5 | sglssnal_0.1.0.tar.gz |
955.1 KiB |
0.1.0 |
latest source/ R- | sglssnal_0.1.0.tar.gz |
640.7 KiB |
0.1.0 |
2026-04-23 source/ R- | sglssnal_0.1.0.tar.gz |
0 B |