Sparsity by Quadratic Penalties: Project Home – R-Forge

This package fits classical sparse regression models with efficient active set algorithms by solving quadratic problems. Also provides a few methods for model selection purpose (cross-validation, stability selection).

• Natural Language : English
• Operating System : OS Independent
• Programming Language : C/C++
• Programming Language : R
• Topic : Machine Learning : Regularized and Shrinkage Methods
• Topic : Multivariate Statistics : Linear Models
• Topic : Regression Models

Registered: 2013-03-21 09:55
Activity Ranking: 0
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