sparsenet (1.2)

Fit sparse linear regression models via nonconvex optimization.

http://www.stanford.edu/~hastie/Papers/Sparsenet/jasa_MFH_final.pdf
http://cran.r-project.org/web/packages/sparsenet

Sparsenet uses the MC+ penalty of Zhang. It computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.

Maintainer: Trevor Hastie
Author(s): Rahul Mazumder, Trevor Hastie, Jerome Friedman

License: GPL-2

Uses: glmnet, shape

Released over 5 years ago.