SparseSEMs is a package that ultilizes the Proximal Alternating Linearized Maximal to solve the
non-convex non-smooth joint sparse structrual equation model. Presently the models that SparseSEMs
has implemented include fused-sparse structural equation model.
SparseSEMs package contains a lot of necessary scripts to analyze large dataset such as microarray and SNP data
from GEO database, so it has not been submitted to CRAN yet for these non-standard directory.
To install SparseSEMs, you need a C++ compiler such as g++ or clang++ with C++11 feature,
and for Windows users, the Rtools
software is needed (unless you can configure the toolchain by yourself).
The installation follows the typical way of R packages on Github:
library(devtools)
install_github("Ivis4ml/SparseSEMs")