MLGL: Multi-Layer Group-Lasso

It implements a new procedure of variable selection in the context of redundancy between explanatory variables, which holds true with high dimensional data (Grimonprez et al. (2018) <https://hal.inria.fr/hal-01857242>).

Package details

AuthorQuentin Grimonprez [aut, cre], Samuel Blanck [ctb], Alain Celisse [ths], Guillemette Marot [ths], Yi Yang [ctb], Hui Zou [ctb]
MaintainerQuentin Grimonprez <[email protected]>
LicenseGPL (>= 2)
Version0.5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MLGL")

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MLGL documentation built on Oct. 14, 2018, 5:04 p.m.