Sparse and Group Sparse Linear Models
Overview
Fits the solution paths of classical sparse regression models with efficient active set algorithms by solving small sub-problems. Include LASSO, SCAD, MCP, (Sparse) Group-LASSO, Cooperative-LASSO, (Group) LAVA, (Generalized) Fused-Lasso and (Generalized) Elastic-Net. Also provides methods for model selection purpose (information criteria, cross-validation, stability selection).
- performance
- active set: no reallocation of the Gram matrices when variables enter or leave the model, LAPACK triangular solves, in-place Cholesky downdates
- several variables (or groups) activated at once in the working set algorithm (new control option
maxadd, default 10 for sparse models and 5 for group models) - proximal solvers: adaptive restart of FISTA, safer Lipschitz constant (Lanczos), step-invariant stopping rule and safeguarded Anderson acceleration for PGD
- exact block coordinate descent with Newton steps for the
quadramethod of group models - ridge and lava: no p x p algebra for a diagonal structuring matrix (the default)
- faster information criteria; cross-validation folds built on demand (less memory)
- typical speed-ups over 1.0-0 with default settings: x2 to x4 for lasso, MCP and SCAD, x5 to x15 for group models, x9 to x36 for elastic-net and sparse designs with large active sets, x8 for ridge and x30 for lava with p = 8000; all lambdas now converge on these cases
- bug fixes (results may change)
- robustness when the active set exceeds the rank of the design (no more failure of the Cholesky factorization or of the direct solve)
bounded_reg()withmethod = "quadra"(the default) stopped too early and could return suboptimal solutions; the optimality gap is now computed from the exact KKT conditions
Show all changes in 1.1-0Hide the rest of the changes in 1.1-0
- l1/linf group penalty: wrong proximal operator when the group lies in the l1 ball (
fistaandpgdconverged to wrong solutions) quadramethod for group models: exact solution of each block; sparse-group, coop and l1/linf variants now converge- proximal solvers could stop after one iteration on badly scaled data
- convergence status now reflects the final optimality gap
- the Lipschitz constant estimation no longer draws from R's random number generator
- minor updates
- objects are rebuilt when a C++ header changes;
ARMA_NO_DEBUGalso on Windows
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK12 OK2026-04-25
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- NOTE12 OK, 2 NOTE2026-04-22
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 31 (1 internal)includes a package overview page
- Examples that run
- 58%7 run in a plain check · 5 never run
- Exported functions with examples
- 52%
- Documented parameters
- 67%
- Return-value docs
- 48%
- Help pages citing references
- 19%
Also includes 3 demo scripts (run with demo())
- group-sparse-regression HTML
- lava HTML
- quadrupen-basics HTML
- structured-signal-recovery HTML
Downloads
Repository
- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- 112
- Median days to close, 50 most recently updated closed PRs
- 0
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This repository shows signs of AI coding tools.
- Claude Codefirst seen 2026-04-24Named in .Rbuildignore: .claudePull request it wrote: opened by a project memberCommits: at least 21 crediting it in the message
- Claude Opus 514 commits · Sep 2026
- Claude Sonnet 57 commits · Sep 2026
Dependencies
Code & Tests
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Pick two releases to compare their code metrics.
- 1.1-0Latest
- 1.0-02026-06-05 · diff ↗ ·
removed 1 export
crossvaladded 32 exports
BoundedRegressionFit, CrossValidation, DataModel, FusedLassoFit, GroupLavaFit, InformationCriteria, LavaFit, QuadrupenFit, RidgeRegressionFit, SparseFit, SparseGroupFit, StabilityPath, bounded_reg, coop_lasso, criteria, cross_validate, elastic_net, fused_lasso, group_l1linf, group_lasso, group_lava, group_sparse_lm, lasso, lava, mcp, ridge, scad, selection, sparse_coop_lasso, sparse_group_l1linf and 2 more - RR 4.6.0 released · 2026-04-24
- 0.2-132025-10-09 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 0.2-122024-06-25 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 0.2-112023-12-18 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 0.2-102023-01-16 · diff ↗
- 0.2-92022-08-25 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- unarchivedReturned to CRAN2020-11-18
- 0.2-82020-11-18 · diff ↗
- archivedRemoved from CRAN2020-11-03check problems were not corrected in time
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- RR 4.0.0 released · 2020-04-24
- 0.2-72019-08-28 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 0.2-62018-04-30 · diff ↗
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 0.2-52017-03-07 · diff ↗
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 0.2-42014-01-16 · diff ↗
- 0.2-32013-09-30 · diff ↗
- 0.2-22013-04-08 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 0.2-12013-02-27 · diff ↗
- 0.2-0
- 0.1-02012-10-10
- RR 2.15.0 released · 2012-03-30
Package metadata
- First published
- 2012-10-10
- Total releases
- 17 / 14 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 4.1.0
- Download size
- 7.9 MB
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