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) <doi:10.48550/arXiv.1210.2077>. Also provides a few methods for model selection purpose (cross-validation, stability selection).

Version: 0.2-12
Depends: Rcpp, ggplot2, Matrix
Imports: reshape2, methods, scales, grid, parallel
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, spelling, lars, elasticnet, glmnet
Published: 2024-06-25
DOI: 10.32614/CRAN.package.quadrupen
Author: Julien Chiquet ORCID iD [aut, cre]
Maintainer: Julien Chiquet <julien.chiquet at inrae.fr>
BugReports: https://github.com/jchiquet/quadrupenCRAN/issues
License: GPL (≥ 3)
URL: https://github.com/jchiquet/quadrupenCRAN
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_0.2-12.tar.gz
Windows binaries: r-devel: quadrupen_0.2-12.zip, r-release: quadrupen_0.2-12.zip, r-oldrel: quadrupen_0.2-12.zip
macOS binaries: r-release (arm64): quadrupen_0.2-12.tgz, r-oldrel (arm64): quadrupen_0.2-12.tgz, r-release (x86_64): quadrupen_0.2-12.tgz, r-oldrel (x86_64): quadrupen_0.2-12.tgz
Old sources: quadrupen archive

Linking:

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