Package: quadrupen 0.2-12

quadrupen: 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).

Authors:Julien Chiquet [aut, cre]

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quadrupen.pdf |quadrupen.html✨
quadrupen/json (API)
NEWS

# Install 'quadrupen' in R:
install.packages('quadrupen', repos = c('https://jchiquet.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/jchiquet/quadrupencran/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

11 exports 1.24 score 34 dependencies 1 mentions 30 scripts 1.0k downloads

Last updated 3 months agofrom:140e600904. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 24 2024
R-4.5-win-x86_64OKAug 24 2024
R-4.5-linux-x86_64OKAug 24 2024
R-4.4-win-x86_64OKAug 24 2024
R-4.4-mac-x86_64OKAug 24 2024
R-4.4-mac-aarch64OKAug 24 2024
R-4.3-win-x86_64OKAug 24 2024
R-4.3-mac-x86_64OKAug 24 2024
R-4.3-mac-aarch64OKAug 24 2024

Exports:bounded.regcrossvaldevianceelastic.netfittedplotpredictprintresidualsshowstability

Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppRcppArmadilloreshape2rlangscalesstringistringrtibbleutf8vctrsviridisLitewithr

Readme and manuals

Help Manual

Help pageTopics
Fit a linear model with infinity-norm plus ridge-like regularizationbounded.reg
Cross-validation function for quadrupen fitting methods.crossval
Class "cvpen"cvpen-class
Fit a linear model with elastic-net regularizationelastic.net
Plot method for cross validated error of a 'quadrupen' modelplot,cvpen-method plot.cvpen
Plot method for a quadrupen objectplot,quadrupen-method plot.quadrupen
Plot method for 'stability.path'.plot,stability.path-method plot.stability.path
Class "quadrupen"deviance,quadrupen-method fitted,quadrupen-method predict,quadrupen-method print,quadrupen-method quadrupen-class residuals,quadrupen-method show,quadrupen-method
Stability selection for a quadrupen fit.stability
Class "stability.path"print,stability.path-method show,stability.path-method stability.path-class