[R] Dantzig Selector

[tzygmund mcfarlane]

Hi,

I was wondering if there was an R package or routines for the Dantzig
Selector (Candes & Tao, 2007). I know Emmanuel Candes has Matlab
routines to do this but I was wondering if someone had ported those to
R.

Thanks,

T

---Reference---

@article{candes2007dantzig,
  title={{The Dantzig selector: statistical estimation when p is much
larger than n}},
  author={Candes, E. and Tao, T.},
  journal={Annals of Statistics},
  volume={35},
  number={6},
  pages={2313--2351},
  year={2007},
  publisher={Hayward, Calif.[etc] Institute of Mathematical Statistics [etc]}
}