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sparsegl  

Sparse Group Lasso
View on CRAN: Click here


Download and install sparsegl package within the R console
Install from CRAN:
install.packages("sparsegl")

Install from Github:
library("remotes")
install_github("cran/sparsegl")

Install by package version:
library("remotes")
install_version("sparsegl", "1.1.1")



Attach the package and use:
library("sparsegl")
Maintained by
Daniel J. McDonald
[Scholar Profile | Author Map]
First Published: 2022-03-07
Latest Update: 2023-09-25
Description:
Efficient implementation of sparse group lasso with optional bound constraints on the coefficients. It supports the use of a sparse design matrix as well as returning coefficient estimates in a sparse matrix. Furthermore, it correctly calculates the degrees of freedom to allow for information criteria rather than cross-validation with very large data. Finally, the interface to compiled code avoids unnecessary copies and allows for the use of long integers.
How to cite:
Daniel J. McDonald (2022). sparsegl: Sparse Group Lasso. R package version 1.1.1, https://cran.r-project.org/web/packages/sparsegl. Accessed 29 Mar. 2025.
Previous versions and publish date:
0.3.0 (2022-03-07 21:30), 0.4.0 (2022-09-05 21:20), 0.5.0 (2022-09-22 10:30), 1.0.0 (2022-11-29 00:30), 1.0.1 (2023-01-27 19:20), 1.0.2 (2023-09-25 18:50), 1.1.0 (2024-06-26 23:20)
Other packages that cited sparsegl R package
View sparsegl citation profile
Other R packages that sparsegl depends, imports, suggests or enhances
Complete documentation for sparsegl
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