Package: sparsegl 1.1.1
Daniel J. McDonald
sparsegl: Sparse Group Lasso
Efficient implementation of sparse group lasso with optional bound constraints on the coefficients; see <doi:10.18637/jss.v110.i06>. 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.
Authors:
sparsegl_1.1.1.tar.gz
sparsegl_1.1.1.tar.gz(r-4.5-noble)sparsegl_1.1.1.tar.gz(r-4.4-noble)
sparsegl_1.1.1.tgz(r-4.4-emscripten)sparsegl_1.1.1.tgz(r-4.3-emscripten)
sparsegl.pdf |sparsegl.html✨
sparsegl/json (API)
NEWS
| # Install 'sparsegl' in R: |
| install.packages('sparsegl', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/dajmcdon/sparsegl/issues
Pkgdown site:https://dajmcdon.github.io
- trust_experts - Trust in scientific experts during the Covid-19 pandemic
Last updated 4 months agofrom:9c23391c86. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 23 2024 |
| R-4.5-linux-x86_64 | OK | Dec 23 2024 |
Exports:%>%cv.sparseglestimate_riskgr_one_normgr_two_normgrouped_one_normgrouped_sp_normgrouped_two_normgrouped_zero_normmake_irls_warmupone_normsp_group_normsparsegltwo_normzero_norm
Dependencies:clicolorspacecpp11dotCall64dplyrfansifarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigpurrrR6RColorBrewerRcppRcppEigenrlangRSpectrascalesstringistringrtibbletidyrtidyselectutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Extract coefficients from a 'cv.sparsegl' object. | coef.cv.sparsegl |
| Extract model coefficients from a 'sparsegl' object. | coef.sparsegl |
| Cross-validation for a 'sparsegl' object. | cv.sparsegl |
| Calculate information criteria. | estimate_risk |
| Create starting values for iterative reweighted least squares | make_irls_warmup |
| Plot cross-validation curves produced from a 'cv.sparsegl' object. | plot.cv.sparsegl |
| Plot solution paths from a 'sparsegl' object. | plot.sparsegl |
| Make predictions from a 'cv.sparsegl' object. | predict.cv.sparsegl |
| Make predictions from a 'sparsegl' object. | predict.sparsegl |
| Regularization paths for sparse group-lasso models | sparsegl |
| Trust in scientific experts during the Covid-19 pandemic | trust_experts |
| Calculate common norms | grouped_one_norm grouped_sp_norm grouped_two_norm grouped_zero_norm gr_one_norm gr_two_norm one_norm sp_group_norm two_norm zero_norm |
