#' 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 #' Gertjan van den Burg (author and maintainer). #' #' @name sparsestep-package #' @docType package #' @import Matrix NULL #>NULL