Sparsity by Worst-Case Quadratic Penalties
Fit a linear model with infinity-norm plus ridge-like regularization
Cross-validation function for quadrupen fitting methods.
Class "cvpen"
Fit a linear model with elastic-net regularization
Plot method for cross validated error of a quadrupen model
Plot method for a quadrupen object
Plot method for stability.path.
Class "quadrupen"
quadrupen: Sparsity by Worst-Case Quadratic Penalties
Class "stability.path"
Stability selection for a quadrupen fit.
Fits classical sparse regression models with efficient active set algorithms by solving quadratic problems as described by Grandvalet, Chiquet and Ambroise (2017) <doi:10.48550/arXiv.1210.2077>. Also provides a few methods for model selection purpose (cross-validation, stability selection).
Useful links