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). Implements the methodology described in Mazumder, Friedman and Hastie (2011) . Sparsenet computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.


Reference manual

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1.4 by Trevor Hastie, 2 years ago

Browse source code at

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

Documentation:   PDF Manual  

GPL-2 license

Imports methods

Depends on Matrix, shape

Imported by cmenet.

Suggested by BOSSreg.

See at CRAN