From e45c000e1ac6c4c73358f2a32aa7f8ca3c92178d Mon Sep 17 00:00:00 2001 From: Naga Malleswari Date: Thu, 23 Apr 2020 01:21:19 +0530 Subject: [PATCH 4/9] gnu: Add r-sgloptim. * gnu/packages/cran.scm (r-sgloptim): New variable. --- gnu/packages/cran.scm | 36 ++++++++++++++++++++++++++++++++++++ 1 file changed, 36 insertions(+) diff --git a/gnu/packages/cran.scm b/gnu/packages/cran.scm index 5f55fd62d4..2f4d53c970 100644 --- a/gnu/packages/cran.scm +++ b/gnu/packages/cran.scm @@ -21240,3 +21240,39 @@ procedures in 1D, 2D and 3D. This includes the Propagation-Separation Approach to adaptive smoothing, the Intersecting Confidence Intervals (@dfn{ICI}), variational approaches and a non-local means filter.") (license license:gpl2+))) + +(define-public r-sgloptim + (package + (name "r-sgloptim") + (version "1.3.8") + (source + (origin + (method url-fetch) + (uri (cran-uri "sglOptim" version)) + (sha256 + (base32 + "15bkkvgp9v9vsp65wps48g3c2fa0fj1025hbrziywq14j7wayyjr")))) + (properties + `((upstream-name . "sglOptim"))) + (build-system r-build-system) + (propagated-inputs + `(("r-bh" ,r-bh) + ("r-doparallel" ,r-doparallel) + ("r-foreach" ,r-foreach) + ("r-matrix" ,r-matrix) + ("r-rcpp" ,r-rcpp) + ("r-rcpparmadillo" ,r-rcpparmadillo) + ("r-rcppprogress" ,r-rcppprogress))) + (native-inputs + `(("r-knitr" ,r-knitr))) + (home-page "https://github.com/nielsrhansen/sglOptim") + (synopsis "Generic Sparse Group Lasso Solver") + (description + "Fast generic solver for sparse group lasso optimization problems. +The loss (objective) function must be defined in a C++ module. The +optimization problem is solved using a coordinate gradient descent +algorithm. Convergence of the algorithm is established and the algorithm is +applicable to a broad class of loss functions. Use of parallel computing for +cross validation and subsampling is supported through the foreach and +doParallel packages.") + (license license:gpl2+))) -- 2.25.1