Fast Sparse Regression and Classification

GPS with  R

(version 1.0)


GPS implements bridge regression based on the generalized elastic net family of penalties described in Fast Sparse Regression and Classification (pdf).

The files provided here implement a rudimentary interface for using GPS with the R statistical package. R is freely available from The R Project for Statistical Computing. This R/GPS interface runs on PC compatible computers with Windows XP/Vista/7 or Linux. This present version of the R/GPS interface will not function after December 29, 2012. Future versions will be available after that date. Note that this is a beta version of the program. Please report any problems to and periodically check this site for updated versions.

Installation Instructions:

It is assumed that R has already been installed on the computer. The first step is to create a (target) directory in which to store the downloaded files. This directory should be used only for the R/GPS installation and contain no other files or sub-directories. Its full path name must contain NO imbedded blanks. For Windows, this directory must reside on the same logical disk where R is installed.

                                          Windows XT/Vista/7




Complete documentation for each R/GPS procedure is provided in GPShelp.html.