#' SparseStep: Approximating the Counting Norm for Sparse Regularization #' #' In the SparseStep regression model the ordinary least-squares problem is #' augmented with an approximation of the exact \eqn{\ell_0}{l[0]} pseudonorm. #' This approximation is made increasingly more accurate in the SparseStep #' algorithm, resulting in a sparse solution to the regression problem. See #' the references for more information. #' #' @section SparseStep functions: #' The main SparseStep functions are: #' \describe{ #' \item{\code{\link{sparsestep}}}{Fit a SparseStep model for a given range of #' \eqn{\lambda} values} #' \item{\code{\link{path.sparsestep}}}{Fit the SparseStep model along a path #' of \eqn{\lambda} values which are generated such that a model is created at #' each possible level of sparsity, or until a given recursion depth is #' reached.} #' } #' #' Other available functions are: #' \describe{ #' \item{\code{\link{plot}}}{Plot the coefficient path of the SparseStep #' model.} #' \item{\code{\link{predict}}}{Predict the outcome of the linear model using #' SparseStep} #' \item{\code{\link{coef}}}{Get the coefficients from the SparseStep model} #' \item{\code{\link{print}}}{Print a short description of the SparseStep #' model} #' } #' #' @author #' Gerrit J.J. van den Burg, Patrick J.F. Groenen, Andreas Alfons\cr #' Maintainer: Gerrit J.J. van den Burg #' #' @references #' Van den Burg, G.J.J., Groenen, P.J.F. and Alfons, A. (2017). #' \emph{SparseStep: Approximating the Counting Norm for Sparse Regularization}, #' arXiv preprint arXiv:1701.06967 [stat.ME]. #' URL \url{https://arxiv.org/abs/1701.06967}. #' #' @examples #' x <- matrix(rnorm(100*20), 100, 20) #' y <- rnorm(100) #' fit <- sparsestep(x, y) #' plot(fit) #' fits <- path.sparsestep(x, y) #' plot(fits) #' x2 <- matrix(rnorm(50*20), 50, 20) #' y2 <- predict(fits, x2) #' #' @name sparsestep-package #' @docType package #' @import Matrix NULL #>NULL