quadrupen: Sparsity by Worst-Case Quadratic Penalties (original) (raw)
Fits classical sparse regression models with efficient active set algorithms by solving quadratic problems as described by Grandvalet, Chiquet and Ambroise (2017) <doi:10.48550/arXiv.1210.2077>. Also provides a few methods for model selection purpose (cross-validation, stability selection).
| Version: | 0.2-13 |
|---|---|
| Depends: | Rcpp, ggplot2, Matrix |
| Imports: | reshape2, methods, scales, grid, parallel |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat, spelling, lars, elasticnet, glmnet |
| Published: | 2025-10-09 |
| DOI: | 10.32614/CRAN.package.quadrupen |
| Author: | Julien Chiquet |
| Maintainer: | Julien Chiquet <julien.chiquet at inrae.fr> |
| BugReports: | https://github.com/jchiquet/quadrupenCRAN/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/jchiquet/quadrupenCRAN |
| NeedsCompilation: | yes |
| Language: | en-US |
| Citation: | quadrupen citation info |
| Materials: | README, NEWS |
| CRAN checks: | quadrupen results |
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