HGSL: Heterogeneous Group Square-Root Lasso

Estimation of high-dimensional multi-response regression with heterogeneous noises under Heterogeneous group square-root Lasso penalty. For details see: Ren, Z., Kang, Y., Fan, Y. and Lv, J. (2018)<arXiv:1606.03803>.

Getting started

Package details

AuthorZhao Ren [aut], Yongjian Kang [aut, cre], Yingying Fan [aut], Jinchi Lv [aut]
MaintainerYongjian Kang <yongjiak@usc.edu>
LicenseGPL (>= 2)
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HGSL")

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HGSL documentation built on May 2, 2019, 10:59 a.m.