quadrupen

Last update 18 December 2023

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

Fits classical sparse regression models with efficient active set algorithms by solving quadratic problems as described by Grandvalet, Chiquet and Ambroise (2017) <arXiv:1210.2077>. Also provides a few methods for model selection purpose (cross-validation, stability selection).

Cites work

Sparsity by Worst-Case Penalties

This page was built for software: quadrupen