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sparsenet

Fit Sparse Linear Regression Models via Nonconvex Optimization

Efficient procedure for fitting regularization paths between L1 and L0, using the MC+ penalty of Zhang, C.H. (2010)<doi:10.1214/09-AOS729>. Implements the methodology described in Mazumder, Friedman and Hastie (2011) <DOI: 10.1198/jasa.2011.tm09738>. Sparsenet computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.

Versions across snapshots

VersionRepositoryFileSize
1.7 rolling source/ R- sparsenet_1.7.tar.gz 21.4 KiB
1.7 rolling linux/jammy R-4.5 sparsenet_1.7.tar.gz 91.1 KiB
1.7 rolling linux/noble R-4.5 sparsenet_1.7.tar.gz 91.0 KiB
1.7 latest source/ R- sparsenet_1.7.tar.gz 21.4 KiB
1.7 latest linux/jammy R-4.5 sparsenet_1.7.tar.gz 91.1 KiB
1.7 latest linux/noble R-4.5 sparsenet_1.7.tar.gz 91.0 KiB
1.7 2026-04-26 source/ R- sparsenet_1.7.tar.gz 21.4 KiB
1.7 2026-04-23 source/ R- sparsenet_1.7.tar.gz 21.4 KiB
1.7 2026-04-09 windows/windows R-4.5 sparsenet_1.7.zip 267.4 KiB
1.7 2025-04-20 source/ R- sparsenet_1.7.tar.gz 21.4 KiB

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