MSGLasso: Multivariate Sparse Group Lasso for the Multivariate Multiple Linear Regression with an Arbitrary Group Structure

For fitting multivariate response and multiple predictor linear regressions with an arbitrary group structure assigned on the regression coefficient matrix, using the multivariate sparse group lasso and the mixed coordinate descent algorithm.

Getting started

Package details

AuthorYanming Li <liyanmin@umich.edu>, Bin Nan <bnan@umich.edu>, Ji Zhu <jizhu@umich.edu>
MaintainerYanming Li <liyanmin@umich.edu>
LicenseGPL (>= 2)
Version2.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MSGLasso")

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MSGLasso documentation built on May 1, 2019, 6:51 p.m.