# Sparsity by Worst-Case Quadratic Penalties

## Documentation for package ‘quadrupen’ version 0.2-10

- DESCRIPTION file.
- Code demos. Use demo() to run them.

## Help Pages

quadrupen-package | Sparsity by Worst-Case Quadratic Penalties
bounded.reg | Fit a linear model with infinity-norm plus ridge-like regularization
crossval | Cross-validation function for quadrupen fitting methods.
cvpen-class | Class "cvpen"
deviance-method | Class "quadrupen"
elastic.net | Fit a linear model with elastic-net regularization
fitted-method | Class "quadrupen"
plot-method | Plot method for cross validated error of a 'quadrupen' model
plot-method | Plot method for a quadrupen object
plot-method | Plot method for 'stability.path'.
plot.cvpen | Plot method for cross validated error of a 'quadrupen' model
plot.quadrupen | Plot method for a quadrupen object
plot.stability.path | Plot method for 'stability.path'.
predict-method | Class "quadrupen"
print-method | Class "quadrupen"
print-method | Class "stability.path"
quadrupen | Sparsity by Worst-Case Quadratic Penalties
quadrupen-class | Class "quadrupen"
residuals-method | Class "quadrupen"
show-method | Class "quadrupen"
show-method | Class "stability.path"
stability | Stability selection for a quadrupen fit.
stability.path-class | Class "stability.path"