Installing these following packages on R
install.packages(c("devtools", "glmnet", "gcdnet", "Rcpp"))
library(devtools)
devtools::install_github("jasonge27/picasso")You need to have a c++ compiler on your system to install and use Rcpp.
Please also install the SPAM package from http://spams-devel.gforge.inria.fr/downloads.html follow the instructions there
source("benchmark.R")