SGL: Fit a GLM (or cox model) with a combination of lasso and group lasso regularization
Version 1.1

Fit a regularized generalized linear model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. Fits linear, logistic and Cox models.

Package details

AuthorNoah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani
Date of publication2013-04-02 20:51:39
MaintainerNoah Simon <[email protected]>
Package repositoryView on CRAN
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SGL documentation built on May 30, 2017, 5:47 a.m.