Installation

First clone the repository available at https://github.com/qb3/clar:

$ git clone https://github.com/qb3/clar.git
$ cd clar/

We recommend to use the Anaconda Python distribution, and create a conda environment with:

$ conda env create --file environment.yml

Then, you can compile the Cython code and install the package with:

$ source activate clar-env
$ pip install --no-deps -e .

To check if everything worked fine, you can do:

$ source activate clar-env
$ python -c 'import clar'

and it should not give any error message.

From a Python shell you can just do:

>>> import clar

If you don’t want to use Anaconda, the list of packages you need to install is in the environment.yml file.

Cite

If you use this code, please cite:

@article{bertrand2019handling,
title={Handling correlated and repeated measurements with the smoothed multivariate square-root {L}asso},
author={Bertrand, Quentin and Massias, Mathurin and Gramfort, Alexandre and Salmon, Joseph},
year={2019},
journal={NeurIPS}
}

ArXiv link: https://arxiv.org/abs/1902.02509

API

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