# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "picasso" in publications use:' type: software license: GPL-3.0-only title: 'picasso: Pathwise Calibrated Sparse Shooting Algorithm' version: 1.3.1 doi: 10.32614/CRAN.package.picasso abstract: Computationally efficient tools for fitting generalized linear model with convex or non-convex penalty. Users can enjoy the superior statistical property of non-convex penalty such as SCAD and MCP which has significantly less estimation error and overfitting compared to convex penalty such as lasso and ridge. Computation is handled by multi-stage convex relaxation and the PathwIse CAlibrated Sparse Shooting algOrithm (PICASSO) which exploits warm start initialization, active set updating, and strong rule for coordinate preselection to boost computation, and attains a linear convergence to a unique sparse local optimum with optimal statistical properties. The computation is memory-optimized using the sparse matrix output. authors: - family-names: Ge given-names: Jason email: jiange@princeton.edu - family-names: Li given-names: Xingguo - family-names: Jiang given-names: Haoming - family-names: Wang given-names: Mengdi - family-names: Zhang given-names: Tong - family-names: Liu given-names: Han - family-names: Zhao given-names: Tuo repository: https://cranhaven.r-universe.dev commit: 4e65629e4b620d1bf8ae195153487901b3389c80 date-released: '2019-02-10' contact: - family-names: Ge given-names: Jason email: jiange@princeton.edu