quadrupen

Last update 17 September 2026

Copyright license GNU General Public License

Software version identifier 0.2-10, 0.1-0, 0.2-0, 0.2-1, 0.2-2, 0.2-3, 0.2-4, 0.2-5, 0.2-6, 0.2-7, 0.2-8, 0.2-9, 0.2-11, PACKAGES.rds, 0.2-12, 0.2-13, 1.0-0, 1.1-0

Description

Fits the solution paths of classical sparse regression models with efficient active set algorithms by solving small sub-problems. Include LASSO, SCAD, MCP, (Sparse) Group-LASSO, Cooperative-LASSO, (Group) LAVA, (Generalized) Fused-Lasso and (Generalized) Elastic-Net. Also provides methods for model selection purpose (information criteria, cross-validation, stability selection).

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