TrioSGL: Trio Model with a Combination of Lasso and Group Lasso Regularization

Fit a trio model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. This package is based on Noah Simon, et al. (2011) <doi:10.1080/10618600.2012.681250>.

Package details

AuthorTimo Stöcker, Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani
MaintainerTimo Stöcker <[email protected]>
LicenseGPL
Version1.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("TrioSGL")

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TrioSGL documentation built on Dec. 23, 2017, 5:39 p.m.