Sparse Learning with Convex and Concave Penalties
Overview
Fast regularization paths for sparse Gaussian, binomial, Poisson, square-root-lasso, and multinomial models with lasso, smoothly clipped absolute deviation, or minimax concave penalties. Computation uses pathwise coordinate optimization, active-set updates, warm starts, screening rules, Proximal Newton iterations, quadratic majorization, and adaptive local linear approximation where appropriate. Core solvers are implemented in C++, and coefficient paths are returned as Matrix-compatible objects.
Portability
- Updated the bundled Eigen headers from 3.3.5 to 3.4.0 so the package compiles cleanly under the C++20 default of recent R-devel toolchains (GCC 14/16), removing the
-Wdeprecated-enum-enum-conversioninstall warnings that originated in the older Eigen sources. No package API or numerical behavior changes.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- NOTE11 OK, 3 NOTE2026-03-25
- WARNING10 OK, 3 NOTE, 1 WARNING2026-03-18
Show 1 earlier changeHide 1 earlier change
- NOTE3 OK, 3 NOTE2026-03-10
Documentation
- Help pages
- 22includes a package overview page
- Examples that run
- 100%5 run in a plain check
- Exported functions with examples
- 20%
- Documented parameters
- 98%
- Return-value docs
- 100%
- Help pages citing references
- 9%
Downloads
Dependencies
Installing picasso adds no packages beyond those that come with R.
Code & Tests
Datasets
People & History
Previously maintained by Jason Ge (0.5.4 to 1.3.1) and Xingguo Li (0.1.0 to 0.5.0).
Pick two releases to compare their code metrics.
- 2.0.1Latest2026-07-25 · current release · diff ↗ ·
added 12 exports
print.multinomial, plot.multinomial, coef.multinomial, predict.multinomial, cv.picasso, print.cv.picasso, plot.cv.picasso, coef.cv.picasso, predict.cv.picasso, assess.picasso, print.assess.picasso, confusion.picasso - RR 4.6.0 released · 2026-04-24
- 1.52026-03-12 · diff ↗
- unarchivedReturned to CRAN2026-03-10
- 1.4.1
- RR 4.5.0 released · 2025-04-11
- archivedRemoved from CRAN2025-02-09issues were not corrected despite reminders
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 1.3.12019-02-21 · diff ↗
- 1.3.02018-10-03 · diff ↗
- RR 3.5.0 released · 2018-04-23
Show 12 earlier eventsHide 12 earlier events
- 1.2.0
- 1.0.12017-07-20 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 0.5.42016-10-06 · diff ↗ ·
removed 10 exports
scio.generator, print.lasso, plot.lasso, coef.lasso, predict.lasso, print.scio, plot.scio, scio.plot, print.sim, plot.simadded 8 exports
print.gaussian, plot.gaussian, coef.gaussian, predict.gaussian, print.poisson, plot.poisson, coef.poisson, predict.poisson - RR 3.3.0 released · 2016-05-03
- 0.5.02015-12-18 · diff ↗
- 0.4.7
- RR 3.2.0 released · 2015-04-16
- 0.3.02014-10-19 · diff ↗
- 0.2.02014-10-06 · diff ↗ ·
removed 4 exports
picasso.lasso, picasso.logit, picasso.mvr, picasso.scioadded 1 export
picasso - 0.1.02014-08-13
- RR 3.1.0 released · 2014-04-10
Package metadata
- First published
- 2014-08-13
- Total releases
- 13 / 12 yrs
- License
- GPL-3 OSI
- Copyright
- See inst/COPYRIGHTS for bundled third-party copyright and license notices.
- Minimum R
- ≥ 3.1.0
- Bundled data
- 176 KB / 2 files
- Download size
- 1.5 MB
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