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quadrupen (version 0.2-4)

Sparsity by Worst-Case Quadratic Penalties

Description

This package fits classical sparse regression models with efficient active set algorithms by solving quadratic problems. Also provides a few methods for model selection purpose (cross-validation, stability selection).

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Version

Install

install.packages('quadrupen')

Monthly Downloads

581

Version

0.2-4

License

GPL (>= 2)

Maintainer

contribution of Julien Chiquet to version 20

Last Published

January 16th, 2014

Functions in quadrupen (0.2-4)

quadrupen-class

Class "quadrupen"
stability

Stability selection for a quadrupen fit.
plot,cvpen-method

Plot method for cross validated error of a quadrupen model
plot,quadrupen-method

Plot method for a quadrupen object
quadrupen-package

Sparsity by Worst-Case Quadratic Penalties
elastic.net

Fit a linear model with elastic-net regularization
bounded.reg

Fit a linear model with infinity-norm plus ridge-like regularization
crossval

Cross-validation function for quadrupen fitting methods.
cvpen-class

Class "cvpen"
plot,stability.path-method

Plot method for stability.path.
stability.path-class

Class "stability.path"