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| author | Gertjan van den Burg <burg@ese.eur.nl> | 2017-01-25 14:27:38 +0100 |
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| committer | Gertjan van den Burg <burg@ese.eur.nl> | 2017-01-25 14:27:38 +0100 |
| commit | 1a4e3bcbec14703e40d52ea079b48f2477bad77c (patch) | |
| tree | 50bdb3985561147b9d5da0ced0e58ec2da778d4e | |
| parent | update description file (diff) | |
| download | sparsestep-1a4e3bcbec14703e40d52ea079b48f2477bad77c.tar.gz sparsestep-1a4e3bcbec14703e40d52ea079b48f2477bad77c.zip | |
add readme
| -rw-r--r-- | README.md | 76 |
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diff --git a/README.md b/README.md new file mode 100644 index 0000000..0ab35c9 --- /dev/null +++ b/README.md @@ -0,0 +1,76 @@ +SparseStep R Package +==================== + +Paper: [SparseStep: Approximating the Counting Norm for Sparse +Regularization](https://arxiv.org/abs/1701.06967) by G.J.J. van den Burg, +P.J.F. Groenen, and A. Alfons (*Arxiv preprint arXiv:1701.06967 [stat.ME]*, +2017). + +GitHub: +[https://github.com/GjjvdBurg/SparseStep](https://github.com/GjjvdBurg/SparseStep). + +Introduction +------------ + +This R package implements the SparseStep method for solving the regression +problem with a sparsity constraint on the parameters. The package is +extensively documented through the builtin R documentation. See: + + ?'sparsestep-package' + ?sparsestep + ?path.sparsestep + +for more information. + +Installation +------------ + +This package can be installed through CRAN: + + install.packages('sparsestep') + +Reference +--------- + +If you use SparseStep in any of your projects, please cite the paper using the +information available through the R command: + + citation('sparsestep') + +or use the following BibTeX code: + + @article{van2017sparsestep, + title = {{SparseStep}: Approximating the Counting Norm for Sparse Regularization}, + author = {Gerrit J.J. {van den Burg} and Patrick J.F. Groenen and Andreas Alfons}, + journal = {arXiv preprint arXiv:1701.06967}, + archiveprefix = {arXiv}, + year = {2017}, + eprint = {1701.06967}, + url = {https://arxiv.org/abs/1701.06967}, + primaryclass = {stat.ME}, + keywords = {Statistics - Methodology, 62J05, 62J07}, + } + +License +------- + + Copyright 2016, G.J.J. van den Burg. + + SparseStep is free software: you can redistribute it and/or modify + it under the terms of the GNU General Public License as published by + the Free Software Foundation, either version 3 of the License, or + (at your option) any later version. + + SparseStep is distributed in the hope that it will be useful, + but WITHOUT ANY WARRANTY; without even the implied warranty of + MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + GNU General Public License for more details. + + You should have received a copy of the GNU General Public License + along with SparseStep. If not, see <http://www.gnu.org/licenses/>. + + For more information please contact: + + G.J.J. van den Burg + email: gertjanvandenburg@gmail.com + |
