Package: sglOptim
Type: Package
Title: Generic Sparse Group Lasso Solver
Version: 1.3.8
Date: 2019-05-07
Authors@R: c(
        person("Martin", "Vincent", role = "aut"),
        person("Niels", "Richard Hansen", email = "niels.r.hansen@math.ku.dk", role = c("ctb", "cre"))
        )
Description: Fast generic solver for sparse group lasso optimization
        problems. The loss (objective) function must be defined in a
        C++ module. The optimization problem is solved using a
        coordinate gradient descent algorithm. Convergence of the
        algorithm is established (see reference) and the algorithm is
        applicable to a broad class of loss functions. Use of parallel
        computing for cross validation and subsampling is supported
        through the 'foreach' and 'doParallel' packages. Development
        version is on GitHub, please report package issues on GitHub.
URL: https://dx.doi.org/10.1016/j.csda.2013.06.004,
        https://github.com/nielsrhansen/sglOptim
BugReports: https://github.com/nielsrhansen/sglOptim/issues
License: GPL (>= 2)
LazyLoad: yes
Imports: methods, stats, tools, utils
Depends: R (>= 3.2.4), Matrix, foreach, doParallel
LinkingTo: Rcpp, RcppProgress, RcppArmadillo, BH
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
RoxygenNote: 6.1.1
NeedsCompilation: yes
Packaged: 2019-05-07 19:21:09 UTC; xqz683
Author: Martin Vincent [aut],
  Niels Richard Hansen [ctb, cre]
Maintainer: Niels Richard Hansen <niels.r.hansen@math.ku.dk>
Repository: CRAN
Date/Publication: 2019-05-07 22:10:03 UTC
Built: R 4.3.1; x86_64-conda-linux-gnu; 2023-10-23 05:24:11 UTC; unix
