Package: picreg Type: Package Title: Variable Selection using the Pivotal Information Criterion Version: 0.2.0 Date: 2026-10-20 Authors@R: c( person("Maxime", "van Cutsem", role = c("aut", "cre"), email = "maxime.vancutsem@unige.ch"), person("Sylvain", "Sardy", role = "aut", email = "sylvain.sardy@unige.ch")) Description: Sparse regression and classification via the Pivotal Information Criterion (PIC), an alternative to the Bayesian Information Criterion (BIC), cross-validation, and Lasso-based tuning. The regularization parameter is selected from a pivotal null-distribution statistic, eliminating the need for cross-validation and yielding sharper support recovery. Provides Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) optimization for the L1, Smoothly Clipped Absolute Deviation (SCAD), and Minimax Concave Penalty (MCP) penalties across six response distributions: Gaussian, binomial, Poisson, exponential, Gumbel, and Cox. Under standard sparsity assumptions, the selector achieves a phase transition for exact support recovery, analogous to results in compressed sensing. See Sardy, van Cutsem and van de Geer (2026) . License: GPL-2 URL: https://github.com/VcMaxouuu/picreg, https://vcmaxouuu.github.io/picreg/ BugReports: https://github.com/VcMaxouuu/picreg/issues Encoding: UTF-8 LazyData: true Depends: R (>= 3.6.0) Imports: stats, graphics, grDevices, Matrix, Rcpp (>= 1.0.10) LinkingTo: Rcpp, RcppArmadillo Suggests: testthat (>= 3.0.0), knitr, rmarkdown, xfun, glmnet, future, future.apply VignetteBuilder: knitr SystemRequirements: C++17 RoxygenNote: 8.0.0 Config/roxygen2/version: 8.0.0 Config/testthat/edition: 3 NeedsCompilation: yes Packaged: 2026-10-20 19:47:59 UTC; root Author: Maxime van Cutsem [aut, cre], Sylvain Sardy [aut] Maintainer: Maxime van Cutsem Repository: https://cran.r-universe.dev Date/Publication: 2026-10-20 12:20:02 UTC RemoteUrl: https://github.com/cran/picreg RemoteRef: HEAD RemoteSha: 105e8cfa7b774e9e4d1788db9982e16eb9f9bf08