Package: sglOptim
Type: Package
Title: Generic Sparse Group Lasso Solver
Version: 1.2.2
Date: 2016-09-10
Author: Martin Vincent
Maintainer: Martin Vincent <martin.vincent.dk@gmail.com>
Description: Fast generic solver for sparse group lasso optimization
    problems. The loss (objective) function must be defined in a C++ module.
    Use of multiple processors for cross validation and subsampling is supported
    through OpenMP. The optimization problem is solved using a coordinate gradient
    descent algorithm. The algorithm is applicable to a broad class of convex
    loss functions. Convergence of the algorithm is established (see reference).
    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/vincent-dk/ sglOptim
BugReports: https://github.com/vincent-dk/sglOptim/issues
License: GPL (>= 2)
LazyLoad: yes
Imports: methods, stats, utils
Depends: R (>= 3.0.0), Matrix
LinkingTo: Rcpp, RcppProgress, RcppArmadillo, BH
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2016-09-10 16:39:54 UTC; martin
Repository: CRAN
Date/Publication: 2016-09-10 19:17:52
