HDPenReg: High-Dimensional Penalized Regression

Algorithms for lasso and fused-lasso problems: implementation of the lars algorithm for lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso penalization.

Version: 0.94.6
Depends: R (≥ 3.0.2), rtkore (≥ 1.5.5)
Imports: methods, Matrix
LinkingTo: rtkore, Rcpp
Published: 2019-04-10
Author: Quentin Grimonprez [aut, cre], Serge Iovleff [aut]
Maintainer: Quentin Grimonprez <quentin.grimonprez at inria.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: inria
NeedsCompilation: yes
SystemRequirements: GNU make
Materials: NEWS
CRAN checks: HDPenReg results

Downloads:

Reference manual: HDPenReg.pdf
Vignettes: HDPenReg
Package source: HDPenReg_0.94.6.tar.gz
Windows binaries: r-devel: HDPenReg_0.94.6.zip, r-devel-gcc8: HDPenReg_0.94.6.zip, r-release: HDPenReg_0.94.6.zip, r-oldrel: HDPenReg_0.94.6.zip
OS X binaries: r-release: HDPenReg_0.94.6.tgz, r-oldrel: HDPenReg_0.94.6.tgz
Old sources: HDPenReg archive

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