Section: New Software and Platforms
HDPenReg package for penalized regressions in high dimension
Participants : Quentin Grimonprez, Serge Iovleff.
HDPenReg is an R-package based on a C++ code dedicated to the estimation of regression model with l1-penalization. It is now available on CRAN (http://cran.r-project.org/web/packages/HDPenReg/index.html ). More cross-validation options were added. Maintenance in 2014 concerned bugs correction and documentation updates.