sparsegl (Q1351499): Difference between revisions

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+Efficient implementation of sparse group lasso with optional    bound constraints on the coefficients. 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.
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+Daniel J. McDonald
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+Aaron Cohen
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+Software:1351499

Latest revision as of 23:15, 13 March 2024

Sparse Group Lasso

Language	Label	Description	Also known as
English	sparsegl	Sparse Group Lasso

Statements

source code repository

https://github.com/cran/sparsegl

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instance of

R package

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software version identifier

1.0.1

publication date

27 January 2023

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0.3.0

publication date

7 March 2022

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0.4.0

publication date

5 September 2022

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0.5.0

publication date

22 September 2022

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1.0.0

publication date

29 November 2022

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1.0.2

publication date

25 September 2023

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MaRDI software profile

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last update

25 September 2023

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description

Efficient implementation of sparse group lasso with optional bound constraints on the coefficients. 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.

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author

Daniel J. McDonald

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Xiaoxuan Liang

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Anibal Solón Heinsfeld

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Aaron Cohen

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copyright license

GNU General Public License, version 2.0