Package: sglOptim
Type: Package
Title: Sparse group lasso generic optimizer
Version: 0.0.81
Date: 2013-7-12
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. 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.
URL: http://dx.doi.org/10.1016/j.csda.2013.06.004
License: GPL (>= 2)
LazyLoad: yes
Depends: R (>= 2.15.0), Matrix,
LinkingTo: Rcpp, RcppProgress, RcppArmadillo, BH
Collate: 'lambda_sequence.R' 'prepare_args.R' 'sgl_fit.R'
        'sgl_config.R' 'sgl_predict.R' 'sgl_cv.R' 'sgl_subsampling.R'
NeedsCompilation: yes
Packaged: 2014-01-24 10:21:05 UTC; martin
Repository: CRAN
Date/Publication: 2014-01-24 12:30:44
