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SSGL: Spike-and-Slab Group Lasso for Group-Regularized Generalized Linear Models
Fits group-regularized generalized linear models (GLMs) using the spike-and-slab group lasso (SSGL) prior of Bai et al. (2022) <doi:10.1080/01621459.2020.1765784> and extended to GLMs by Bai (2023) <doi:10.48550/arXiv.2007.07021>. This package supports fitting the SSGL model for the following GLMs with group sparsity: Gaussian linear regression, binary logistic regression, and Poisson regression.
Getting started
Browse package contents
Package details |
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| Author | Ray Bai [aut, cre] |
| Maintainer | Ray Bai <raybaistat@gmail.com> |
| License | GPL-3 |
| Version | 2.0 |
| Package repository | View on CRAN |
| Installation |
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