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Diffstat (limited to 'DESCRIPTION')
| -rw-r--r-- | DESCRIPTION | 17 |
1 files changed, 14 insertions, 3 deletions
diff --git a/DESCRIPTION b/DESCRIPTION index 195911f..9956dbd 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -1,17 +1,28 @@ Package: sparsestep Version: 1.0.0 -Date: 2017-01-25 +Date: 2017-01-26 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. + problems with a sparsity constraint on the parameters. The SparseStep + regression model was proposed in Van den Burg, Groenen, and Alfons (2017) + <https://arxiv.org/abs/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) -URL: https://github.com/GjjvdBurg/SparseStep +Classification/MSC: 62J05, 62J07 +URL: https://github.com/GjjvdBurg/SparseStep, + https://arxiv.org/abs/1701.06967 +BugReports: https://github.com/GjjvdBurg/SparseStep RoxygenNote: 5.0.1 |