APG is an R package to solve convex but potentially non-smooth optimization problems with an accelerated proximal gradient.
It implements basic functions for least-squares and logistic regression with lasso, elastic net, group lasso or monotonicity constraints, and allows the user to easily implement extensions.
To install APG from R, type:
install.packages('devtools')
library(devtools)
install_github("jpvert/apg")
Check the vignette for examples.