quadrupen: Sparsity by Worst-Case Quadratic Penalties

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).

Version:	0.2-9
Depends:	Rcpp, ggplot2, Matrix
Imports:	reshape2, methods, scales, grid, parallel
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	testthat, spelling, lars, elasticnet, glmnet
Published:	2022-08-25
Author:	Julien Chiquet [aut, cre]
Maintainer:	Julien Chiquet <julien.chiquet at inrae.fr>
License:	GPL (≥ 3)
NeedsCompilation:	yes
Language:	en-US
Citation:	quadrupen citation info
Materials:	README NEWS
CRAN checks:	quadrupen results

Documentation:

Reference manual:

quadrupen.pdf

Downloads:

Package source:	quadrupen_0.2-9.tar.gz
Windows binaries:	r-devel: quadrupen_0.2-9.zip, r-release: quadrupen_0.2-9.zip, r-oldrel: quadrupen_0.2-9.zip
macOS binaries:	r-release (arm64): quadrupen_0.2-9.tgz, r-oldrel (arm64): quadrupen_0.2-9.tgz, r-release (x86_64): quadrupen_0.2-9.tgz, r-oldrel (x86_64): quadrupen_0.2-9.tgz
Old sources:	quadrupen archive

Linking:

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