sglOptim: Sparse group lasso generic optimizer

Fast generic solver for sparse group lasso optimization problems. The loss (objective) function must be defined in a C++ module. This package apply template metaprogramming techniques, therefore – when compiling the package from source – a high level of optimization is needed to gain full speed (e.g. for the GCC compiler use -O3). Use of multiple processors for cross validation and subsampling is supported through OpenMP. The Armadillo C++ library is used as the primary linear algebra engine. (The sglOptim package version a.b.c.d is interpreted as follows: a - primary version, b - major updates and fixes, c - source revision as corresponding to R-Forge, d - minor fixes made only to the CRAN branch of the source)

Version: 1.0.122.1
Depends: R (≥ 3.0.0), Matrix
LinkingTo: Rcpp, RcppProgress, RcppArmadillo, BH
Published: 2014-11-04
Author: Martin Vincent
Maintainer: Martin Vincent <vincent at math.ku.dk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://dx.doi.org/10.1016/j.csda.2013.06.004
NeedsCompilation: yes
Citation: sglOptim citation info
CRAN checks: sglOptim results

Downloads:

Reference manual: sglOptim.pdf
Package source: sglOptim_1.0.122.1.tar.gz
Windows binaries: r-devel: sglOptim_1.0.122.1.zip, r-release: sglOptim_1.0.122.1.zip, r-oldrel: sglOptim_1.0.122.1.zip
OS X Snow Leopard binaries: r-release: sglOptim_1.0.122.1.tgz, r-oldrel: sglOptim_1.0.122.1.tgz
OS X Mavericks binaries: r-release: sglOptim_1.0.122.1.tgz
Old sources: sglOptim archive

Reverse dependencies:

Reverse depends: lsgl, msgl
Reverse linking to: lsgl, msgl