Package: sparsestep
Version: 1.0.1
Date: 2021-01-10
Title: SparseStep Regression
Authors@R: c(person("Gertjan", "van den Burg", role=c("aut", "cre"), 
                    email="gertjanvandenburg@gmail.com"), 
              person("Patrick", "Groenen", email="groenen@ese.eur.nl", role="ctb"), 
              person("Andreas", "Alfons", email="alfons@ese.eur.nl", role="ctb"))
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.
License: GPL (>= 2)
Imports: graphics
Depends: R (>= 3.0.0), Matrix (>= 1.0-6)
Classification/MSC: 62J05, 62J07
URL: https://github.com/GjjvdBurg/SparseStep,
        https://arxiv.org/abs/1701.06967
BugReports: https://github.com/GjjvdBurg/SparseStep
RoxygenNote: 7.1.0
Repository: https://gjjvdburg.r-universe.dev
Date/Publication: 2021-01-12 16:31:08 UTC
RemoteUrl: https://github.com/gjjvdburg/sparsestep
RemoteRef: HEAD
RemoteSha: 4c49fabae8e6c4392dd6afa0c0be8731b16f1cee
NeedsCompilation: no
Packaged: 2026-10-11 09:42:04 UTC; root
Author: Gertjan van den Burg [aut, cre],
  Patrick Groenen [ctb],
  Andreas Alfons [ctb]
Maintainer: Gertjan van den Burg <gertjanvandenburg@gmail.com>