Package: sglOptim
Type: Package
Title: Generic Sparse Group Lasso Solver
Version: 1.3.0
Date: 2016-09-28
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. The algorithm is applicable to a broad class of convex
    loss functions. Convergence of the algorithm is established (see reference).    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. 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, utils
Depends: R (>= 3.0.0), Matrix, foreach, doParallel
LinkingTo: Rcpp, RcppProgress, RcppArmadillo, BH
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2016-09-28 07:46:10 UTC; martin
Repository: CRAN
Date/Publication: 2016-09-28 17:10:54
Built: R 3.3.2; x86_64-w64-mingw32; 2016-12-02 03:21:32 UTC; windows
Archs: i386, x64
