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sparsegl

Sparse Group Lasso

v1.1.1 · Aug 24, 2024 · MIT + file LICENSE

Description

Efficient implementation of sparse group lasso with optional bound constraints on the coefficients; see <doi:10.18637/jss.v110.i06>. It supports the use of a sparse design matrix as well as returning coefficient estimates in a sparse matrix. Furthermore, it correctly calculates the degrees of freedom to allow for information criteria rather than cross-validation with very large data. Finally, the interface to compiled code avoids unnecessary copies and allows for the use of long integers.

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r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Reverse Dependencies (1)

depends

Dependency Network

Dependencies Reverse dependencies cli dotCall64 ggplot2 magrittr Matrix rlang RSpectra tidyr absorber sparsegl

Version History

new 1.1.1 Mar 9, 2026