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sam

Sparse Additive Modelling

Installation

Reference

GSOC TODO List

Code Refactoring and Benchmarking

  • Use roxygen2 to manage Documents.
  • Benchmark the code.
  • Use RcppEigen to accelerate the code.
  • Use OpenMP to enable multi-processing.

Solver Upgrade

  • Implement Active Set Newton solver.

Functional Penalties

  • Add MCP
  • Add SCAD

Polish and submit

  • Polish readme.md
  • Polish R Documents
  • Polish vignette
  • Submit to CRAN

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