Package: sglOptim
Type: Package
Title: Generic Sparse Group Lasso Solver
Version: 1.2.0
Date: 2015-09-16
Author: Martin Vincent
Maintainer: Martin Vincent <vincent@math.ku.dk>
Description: Fast generic solver for sparse group lasso optimization problems. The loss (objective) function must be defined in a C++ module. Use of multiple processors for cross validation and subsampling is supported through OpenMP. The optimization problem is solved using a coordinate gradient descent algorithm. The algorithm is applicable to a broad class of convex loss functions.Convergence of the algorithm is established (see reference). Development version is on github.
URL: http://dx.doi.org/10.1016/j.csda.2013.06.004
        https://github.com/vincent-dk/sglOptim
License: GPL (>= 2)
LazyLoad: yes
Imports: methods, stats, utils
Depends: R (>= 3.0.0), Matrix
LinkingTo: Rcpp, RcppProgress, RcppArmadillo, BH
NeedsCompilation: yes
Packaged: 2015-09-19 20:41:17 UTC; martin
Repository: CRAN
Date/Publication: 2015-09-19 22:46:36
