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sparsestep

SparseStep Regression

v1.0.1 · Jan 10, 2021 · GPL (>= 2)

Description

Implements the SparseStep model for solving regression problems with a sparsity constraint on the parameters. The SparseStep regression model was proposed in Van den Burg, Groenen, and Alfons (2017) <arXiv:1701.06967>. In the model, a regularization term is added to the regression problem which approximates the counting norm of the parameters. By iteratively improving the approximation a sparse solution to the regression problem can be obtained. In this package both the standard SparseStep algorithm is implemented as well as a path algorithm which uses golden section search to determine solutions with different values for the regularization parameter.

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2 NOTE
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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
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)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Gertjan van den Burg <gertjanvandenburg@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.

The Description field contains
  <arXiv:1701.06967>. In the model, a regularization term is added to the
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

The BugReports field in DESCRIPTION has
  https://github.com/GjjvdBurg/SparseStep
which should likely be
  https://github.com/GjjvdBurg/SparseStep/issues
instead.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Gertjan van den Burg <gertjanvandenburg@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.

The Description field contains
  <arXiv:1701.06967>. In the model, a regularization term is added to the
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

The BugReports field in DESCRIPTION has
  https://github.com/GjjvdBurg/SparseStep
which should likely be
  https://github.com/GjjvdBurg/SparseStep/issues
instead.
OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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OK r-oldrel-macos-arm64

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OK r-oldrel-macos-x86_64

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OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Gertjan van den Burg <gertjanvandenburg@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.

The Description field contains
  <arXiv:1701.06967>. In the model, a regularization term is added to the
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

The BugReports field in DESCRIPTION has
  https://github.com/GjjvdBurg/SparseStep
which should likely be
  https://
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Gertjan van den Burg <gertjanvandenburg@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.

The Description field contains
  <arXiv:1701.06967>. In the model, a regularization term is added to the
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

The BugReports field in DESCRIPTION has
  https://github.com/GjjvdBurg/SparseStep
which should likely be
  https://

Dependency Network

Dependencies Reverse dependencies Matrix sparsestep

Version History

new 1.0.1 Mar 9, 2026