Fast tools for fitting sparse generalized linear models with convex penalties (lasso) and concave penalties (smoothly clipped absolute deviation and minimax concave penalty). Computation uses multi-stage convex relaxation and pathwise coordinate optimization with warm starts, active-set updates, and screening rules. Core solvers are implemented in C++, and coefficient paths are stored as sparse matrices for memory efficiency.
| Version: | 1.5 |
| Depends: | R (≥ 2.15.0), MASS, Matrix |
| Imports: | methods |
| Published: | 2026-03-12 |
| DOI: | 10.32614/CRAN.package.picasso |
| Author: | Jason Ge [aut], Xingguo Li [aut], Haoming Jiang [aut], Mengdi Wang [aut], Tong Zhang [aut], Han Liu [aut], Tuo Zhao [aut, cre], Gael Guennebaud [ctb] (Contributor to bundled Eigen headers), Benoit Jacob [ctb] (Contributor to bundled Eigen headers), Eigen Library Authors [cph] (Copyright holders of bundled Eigen headers in src/include/eigen3) |
| Maintainer: | Tuo Zhao <tourzhao at gatech.edu> |
| License: | GPL-3 |
| Copyright: | See inst/COPYRIGHTS for bundled third-party copyright and
license notices. picasso copyright details |
| NeedsCompilation: | yes |
| CRAN checks: | picasso results |
| Reference manual: | picasso.html , picasso.pdf |
| Vignettes: |
vignette (source) |
| Package source: | picasso_1.5.tar.gz |
| Windows binaries: | r-devel: picasso_1.5.zip, r-release: picasso_1.4.1.zip, r-oldrel: picasso_1.5.zip |
| macOS binaries: | r-release (arm64): picasso_1.5.tgz, r-oldrel (arm64): picasso_1.5.tgz, r-release (x86_64): picasso_1.5.tgz, r-oldrel (x86_64): picasso_1.5.tgz |
| Old sources: | picasso archive |
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