1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
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
|
