gamlr: Gamma Lasso Regression

This package implements the gamma lasso algorithm for regularization paths corresponding to a range of non-convex cost functions between L0 and L1 norms. As much as possible, usage is analogous to that for the glmnet package (which does the same thing for penalization between L1 and L2 norms).

Version: 1.11-3
Depends: R (≥ 2.15), Matrix
Published: 2014-04-07
Author: Matt Taddy
Maintainer: Matt Taddy <taddy at chicagobooth.edu>
License: GPL-3
URL: http://github.com/mataddy/gamlr http://faculty.chicagobooth.edu/matt.taddy/index.html
NeedsCompilation: yes
Materials: README
CRAN checks: gamlr results

Downloads:

Reference manual: gamlr.pdf
Package source: gamlr_1.11-3.tar.gz
Windows binaries: r-devel: gamlr_1.11-3.zip, r-release: gamlr_1.11-3.zip, r-oldrel: gamlr_1.11-3.zip
OS X Snow Leopard binaries: r-release: gamlr_1.11-3.tgz, r-oldrel: gamlr_1.11-3.tgz
OS X Mavericks binaries: r-release: gamlr_1.11-3.tgz
Old sources: gamlr archive

Reverse dependencies:

Reverse depends: distrom, textir