Package: sparsenet 1.7

Trevor Hastie

sparsenet: Fit Sparse Linear Regression Models via Nonconvex Optimization

Efficient procedure for fitting regularization paths between L1 and L0, using the MC+ penalty of Zhang, C.H. (2010)<doi:10.1214/09-AOS729>. Implements the methodology described in Mazumder, Friedman and Hastie (2011) <doi:10.1198/jasa.2011.tm09738>. Sparsenet computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.

Authors:Trevor Hastie [aut, cre], Rahul Mazumder [aut], Jerome Friedman [aut]

sparsenet_1.7.tar.gz
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sparsenet.pdf |sparsenet.html✨
sparsenet/json (API)

# Install 'sparsenet' in R:
install.packages('sparsenet', repos = 'https://cloud.r-project.org')
Uses libs:
  • fortran– Runtime library for GNU Fortran applications

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

fortran

1.78 score 2 stars 1 packages 485 downloads 1 mentions 14 exports 3 dependencies

Last updated 5 months agofrom:ea4cba4da1. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 25 2025
R-4.5-linux-x86_64OKMar 25 2025
R-4.4-linux-x86_64OKMar 25 2025

Exports:coef.cv.sparsenetcoef.sparsenetcv.sparsenetgendatagetcoef_listplot.cv.sparsenetplot.sparsenetpredict.cv.sparsenetpredict.sparsenetprint.cv.sparsenetprint.sparsenetsparsenetsparsepredictsummary.sparsenet

Dependencies:latticeMatrixshape

Citation

To cite sparsenet in publications use:

Mazumder R, Friedman J, Hastie T (2011). “SparseNet: Coordinate Descent With Nonconvex Penalties.” Journal of American Statistical Association, 106(495), 1125–1138. https://hastie.su.domains/public/Papers/Sparsenet/Mazumder-SparseNetCoordinateDescent-2011.pdf.

Corresponding BibTeX entry: 

  @Article{,
    title = {SparseNet: Coordinate Descent With Nonconvex Penalties},
    author = {Rahul Mazumder and Jerome Friedman and Trevor Hastie},
    journal = {Journal of American Statistical Association},
    year = {2011},
    volume = {106},
    number = {495},
    pages = {1125--1138},
    url =
      {https://hastie.su.domains/public/Papers/Sparsenet/Mazumder-SparseNetCoordinateDescent-2011.pdf},
  }