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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.
| Version: | 2.0.1 |
| Depends: | R (≥ 3.1.0), Matrix |
| Imports: | methods |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2026-07-25 |
| DOI: | 10.32614/CRAN.package.picasso |
| Author: | Jason Ge [aut], Xingguo Li [aut], Haoming Jiang [aut], Mengdi Wang [aut], Tong Zhang [aut], Han Liu [aut], Tuo Zhao [aut, cre], Gael Guennebaud [ctb] (Contributor to bundled Eigen headers), Benoit Jacob [ctb] (Contributor to bundled Eigen headers), Eigen Library Authors [cph] (Copyright holders of bundled Eigen headers in src/include/eigen3) |
| Maintainer: | Tuo Zhao <tourzhao at gatech.edu> |
| License: | GPL-3 |
| Copyright: | See inst/COPYRIGHTS for bundled third-party copyright and
license notices. picasso copyright details |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | picasso results |
| Reference manual: | picasso.html , picasso.pdf |
| Vignettes: |
PICASSO 2.0.0 user guide (source) |
| Package source: | picasso_2.0.1.tar.gz |
| Windows binaries: | r-devel: picasso_2.0.1.zip, r-release: picasso_2.0.1.zip, r-oldrel: picasso_2.0.1.zip |
| macOS binaries: | r-release (arm64): picasso_2.0.1.tgz, r-oldrel (arm64): picasso_2.0.1.tgz, r-release (x86_64): picasso_2.0.1.tgz, r-oldrel (x86_64): picasso_2.0.1.tgz |
| Old sources: | picasso archive |
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