sparsegl
Sparse Group Lasso
Efficient implementation of sparse group lasso with optional bound constraints on the coefficients; see <doi:10.18637/jss.v110.i06>. 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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.1 |
rolling linux/jammy R-4.5 | sparsegl_1.1.1.tar.gz |
734.0 KiB |
1.1.1 |
rolling linux/noble R-4.5 | sparsegl_1.1.1.tar.gz |
736.2 KiB |
1.1.1 |
rolling source/ R- | sparsegl_1.1.1.tar.gz |
582.3 KiB |
1.1.1 |
latest linux/jammy R-4.5 | sparsegl_1.1.1.tar.gz |
734.0 KiB |
1.1.1 |
latest linux/noble R-4.5 | sparsegl_1.1.1.tar.gz |
736.2 KiB |
1.1.1 |
latest source/ R- | sparsegl_1.1.1.tar.gz |
582.3 KiB |
1.1.1 |
2026-04-26 source/ R- | sparsegl_1.1.1.tar.gz |
582.3 KiB |
1.1.1 |
2026-04-23 source/ R- | sparsegl_1.1.1.tar.gz |
582.3 KiB |
1.1.1 |
2026-04-09 windows/windows R-4.5 | sparsegl_1.1.1.zip |
972.0 KiB |
1.1.1 |
2025-04-20 source/ R- | sparsegl_1.1.1.tar.gz |
582.3 KiB |