sparsegl: Sparse Group Lasso

Efficient implementation of sparse group lasso with optional bound constraints on the coefficients. It supports the use of a sparse design matrix as well as returning coefficient estimates in a sparse matrix. Furthermore, it correctly calculates the degrees of freedom to allow for information criteria rather than cross-validation with very large data. Finally, the interface to compiled code avoids unnecessary copies and allows for the use of long integers.

Version: 0.5.0
Depends: R (≥ 3.5)
Imports: assertthat, dotCall64, ggplot2, magrittr, Matrix, methods, rlang, RSpectra, tidyr
Suggests: glmnet, knitr, markdown, rmarkdown, testthat (≥ 3.0.0)
Published: 2022-09-22
Author: Daniel J. McDonald [aut, cre], Xiaoxuan Liang [aut], Aaron Cohen [aut]
Maintainer: Daniel J. McDonald <daniel at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: sparsegl results


Reference manual: sparsegl.pdf
Vignettes: Getting started with 'sparsegl'


Package source: sparsegl_0.5.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): sparsegl_0.5.0.tgz, r-oldrel (arm64): sparsegl_0.5.0.tgz, r-release (x86_64): sparsegl_0.5.0.tgz, r-oldrel (x86_64): sparsegl_0.5.0.tgz
Old sources: sparsegl archive


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