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. (2023) <doi:10.18637/jss.v106.i03>).

Package details

AuthorQuentin Grimonprez [aut, cre], Samuel Blanck [ctb], Alain Celisse [ths], Guillemette Marot [ths], Yi Yang [ctb], Hui Zou [ctb]
MaintainerQuentin Grimonprez <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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MLGL documentation built on March 31, 2023, 9:32 p.m.