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picasso
View on CRAN: Click
here
Download and install picasso package within the R console
Install from CRAN:
install.packages("picasso")
Install from Github:
library("remotes")
install_github("cran/picasso")
Install by package version:
library("remotes")
install_version("picasso", "1.3.1")
Attach the package and use:
library("picasso")
Maintained by
Jason Ge
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
First Published: 2014-08-13
Latest Update: 2019-02-21
Description:
Computationally efficient tools for fitting generalized linear model with convex or non-convex penalty. Users can enjoy the superior statistical property of non-convex penalty such as SCAD and MCP which has significantly less estimation error and overfitting compared to convex penalty such as lasso and ridge. Computation is handled by multi-stage convex relaxation and the PathwIse CAlibrated Sparse Shooting algOrithm (PICASSO) which exploits warm start initialization, active set updating, and strong rule for coordinate preselection to boost computation, and attains a linear convergence to a unique sparse local optimum with optimal statistical properties. The computation is memory-optimized using the sparse matrix output.
How to cite:
Jason Ge (2014). picasso: Pathwise Calibrated Sparse Shooting Algorithm. R package version 1.3.1, https://cran.r-project.org/web/packages/picasso. Accessed 06 May. 2025.
Previous versions and publish date:
Other packages that cited picasso R package
View picasso citation profile
Other R packages that picasso depends,
imports, suggests or enhances
Complete documentation for picasso
Functions, R codes and Examples using
the picasso R package
Some associated functions: coef.gaussian . coef.logit . coef.poisson . coef.sqrtlasso . eyedata . picasso-package . picasso . plot.gaussian . plot.logit . plot.poisson . plot.sqrtlasso . predict.gaussian . predict.logit . predict.poisson . predict.sqrtlasso . print.gaussian . print.logit . print.poisson . print.sqrtlasso .
Some associated R codes: gaussian_solver.R . logit_solver.R . picasso.R . picasso.gaussian.R . picasso.logit.R . picasso.poisson.R . picasso.sqrtlasso.R . poisson_solver.R . sqrtlasso_solver.R . Full picasso package functions and examples
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