quadrupen

cranv0.2-13

Sparsity by Worst-Case Quadratic Penalties. Fits classical sparse regression models with efficient active set algorithms by solving quadratic problems as described by Grandvalet, Chiquet and Ambroise (2017) <doi:10.48550/arXiv.1210.2077>. Also provides a few methods for model selection purpose (cross-validation, stability selection).

License GPL (>= 3)0 versions1 maintainers8 deps94 weekly dl
jchiquet/quadrupenCRAN
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Rcppggplot2Matrixreshape2methodsscalesgridparallel
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First published · 2025-10-09 08:56:22

Last updated · 2025-10-09T07:20:02+00:00