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: 1.0.1
Depends: R (≥ 3.5)
Imports: cli, dotCall64, ggplot2, magrittr, Matrix, methods, rlang, RSpectra, tidyr
Suggests: dplyr, glmnet, knitr, markdown, rmarkdown, splines, testthat (≥ 3.0.0)
Published: 2023-01-27
Author: Daniel J. McDonald [aut, cre], Xiaoxuan Liang [aut], Anibal Solón Heinsfeld [aut], Aaron Cohen [aut], Yi Yang [ctb], Hui Zou [ctb], Jerome Friedman [ctb], Trevor Hastie [ctb], Rob Tibshirani [ctb], Balasubramanian Narasimhan [ctb], Kenneth Tay [ctb], Noah Simon [ctb], Junyang Qian [ctb], James Yang [ctb]
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_1.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): sparsegl_1.0.1.tgz, r-oldrel (arm64): sparsegl_1.0.1.tgz, r-release (x86_64): sparsegl_1.0.1.tgz, r-oldrel (x86_64): sparsegl_1.0.1.tgz
Old sources: sparsegl archive


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