Package: sglOptim
Type: Package
Title: Generic Sparse Group Lasso Solver
Version: 1.3.5
Date: 2016-12-28
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. The optimization
    problem is solved using a coordinate gradient descent algorithm. Convergence of
    the algorithm is established (see reference) and the algorithm is applicable to
    a broad class of loss functions. Use of parallel computing for cross validation
    and subsampling is supported through the 'foreach' and 'doParallel' packages.
    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, tools, utils
Depends: R (>= 3.2.5), Matrix, foreach, doParallel
LinkingTo: Rcpp, RcppProgress, RcppArmadillo, BH
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2016-12-28 17:37:29 UTC; martin
Repository: CRAN
Date/Publication: 2016-12-29 01:09:00
