DESCRIPTION

Package: lavaPenalty
Type: Package
Title: Penalized Latent Variable Models
Version: 0.0
Date: 2018-02-26
Author: Brice Ozenne[aut, cre]
Maintainer: brice ozenne <brice.ozenne@orange.fr>
Description: Implementation of regularization tools for latent variables models. Available penalty are lasso, ridge, group lasso and nuclear norm regularization (linear model only). A generic regularization path algorithm enable to estimate the knots, i.e. penalisation at which the set of non-zero parameters changes. Information criteria (AIC, BIC) can be used to identify an "optimal" penalization value.
License: GPL-3
Depends:
    R (>= 2.10),
    lava,
    lavaReduce,
    data.table
Imports:
    deSolve,
    doSNOW,
    foreach,
    ggplot2,
    mvtnorm,
    numDeriv,
    parallel,
    pracma,
    stats,
    parallel,
    stats,
    tmvtnorm,
    utils
Suggests: 
    testthat
RoxygenNote: 6.0.1