picasso

MaRDI QIDQ32225swMATHCRANFDO

Authors Jason Ge, Tuo Zhao, Xingguo Li, Haoming Jiang, Mengdi Wang, Tong Zhang, Han Liu

Last update 25 July 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 1.3.1, PACKAGES.rds, 0.1.0, 0.2.0, 0.3.0, 0.4.7, 0.5.0, 0.5.4, 1.0.1, 1.2.0, 1.3.0, 1.4.1, 1.5, 2.0.1

Official website https://cran.r-project.org/web/packages/picasso/index.html

Source code repository https://github.com/cran/picasso

Description

Fast regularization paths for sparse Gaussian, binomial, Poisson, square-root-lasso, and multinomial models with lasso, smoothly clipped absolute deviation, or minimax concave penalties. Computation uses pathwise coordinate optimization, active-set updates, warm starts, screening rules, Proximal Newton iterations, quadratic majorization, and adaptive local linear approximation where appropriate. Core solvers are implemented in C++, and coefficient paths are returned as Matrix-compatible objects.

Cited in

(5)

• L0BnB
• BeSS
• sparsevar
• On faster convergence of cyclic block coordinate descent-type methods for strongly convex minimization
• On semiparametric exponential family graphical models

This page was built for software: picasso