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picasso

Sparse Learning with Convex and Concave Penalties

v1.5 · Mar 12, 2026 · GPL-3

Description

Fast tools for fitting sparse generalized linear models with convex penalties (lasso) and concave penalties (smoothly clipped absolute deviation and minimax concave penalty). Computation uses multi-stage convex relaxation and pathwise coordinate optimization with warm starts, active-set updates, and screening rules. Core solvers are implemented in C++, and coefficient paths are stored as sparse matrices for memory efficiency.

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CRAN Check Status

3 NOTE
11 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (3 non-OK)
NOTE r-oldrel-macos-arm64

installed package size

installed size is 11.6Mb
  sub-directories of 1Mb or more:
    doc    5.5Mb
    libs   5.8Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 11.7Mb
  sub-directories of 1Mb or more:
    doc    5.5Mb
    libs   5.9Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  6.1Mb
  sub-directories of 1Mb or more:
    doc   5.5Mb

Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 24, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 11.6Mb
  sub-directories of 1Mb or more:
    doc    5.5Mb
    libs   5.8Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 11.7Mb
  sub-directories of 1Mb or more:
    doc    5.5Mb
    libs   5.9Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  6.1Mb
  sub-directories of 1Mb or more:
    doc   5.5Mb
WARNING 10 OK · 3 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Mar 17, 2026
WARNING r-release-windows-x86_64

whether package can be installed

Found the following significant warnings:
  Warning: package 'MASS' was built under R version 4.6.0
  Warning: package 'Matrix' was built under R version 4.6.0
See 'd:/Rcompile/CRANpkg/local/4.5/picasso.Rcheck/00install.out' for details.
* used C++ compiler: 'g++.exe (GCC) 14.3.0'
NOTE r-oldrel-macos-arm64

installed package size

installed size is 11.6Mb
  sub-directories of 1Mb or more:
    doc    5.5Mb
    libs   5.8Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 11.7Mb
  sub-directories of 1Mb or more:
    doc    5.5Mb
    libs   5.9Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  6.1Mb
  sub-directories of 1Mb or more:
    doc   5.5Mb
NOTE 3 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-release-macos-x86_64

C++ specification

Specified C++11: please drop specification unless essential
NOTE r-oldrel-macos-arm64

installed package size

installed size is 10.4Mb
  sub-directories of 1Mb or more:
    doc    5.5Mb
    libs   4.6Mb
NOTE r-oldrel-macos-x86_64

C++ specification

Specified C++11: please drop specification unless essential

Dependency Network

Dependencies Reverse dependencies MASS Matrix picasso

Version History

updated 1.5 ← 1.4.1 diff Mar 13, 2026
new 1.4.1 Mar 10, 2026