Package: picasso
Type: Package
Title: Pathwise Calibrated Sparse Shooting Algorithm
Version: 0.1.0
Date: 2014-08-12
Author: Xingguo Li, Tuo Zhao and Han Liu
Maintainer: Xingguo Li <xingguo.leo@gmail.com>
Depends: R (>= 2.15.0), lattice, igraph, MASS, Matrix
Description: Implement a new family of efficient algorithms, called PathwIse CalibrAted Sparse Shooting AlgOrithm, for a variety of sparse learning problems, including Sparse Linear Regression, Sparse Logistic Regression, Sparse Column Inverse Operator and Sparse Multivariate Regression. Different types of active set identification schemes are implemented, such as cyclic search, greedy search, stochastic search and proximal gradient search. Besides, the package provides the choices between convex (L1 norm) and non-convex (MCP and SCAD) regularizations. Moreover, group regularization for Sparse Linear Regression and Sparse Logistic Regression are also implemented.
License: GPL-2
Repository: CRAN
Packaged: 2014-08-12 20:36:10 UTC; xingguo
NeedsCompilation: yes
Date/Publication: 2014-08-13 11:05:24
