TrioSGL-package: Trio Model with a Combination of Lasso and Group Lasso...

Description Details Author(s) References

Description

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>.

Details

Package: TrioSGL
Type: Package
Version: 1.1.0
Date: 2017-12-18
License: GPL
LazyLoad: yes

Only 1 function: TrioSGL

Author(s)

Timo Stöcker, Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani

Maintainer: Timo Stöcker <timo.stoecker@hhu.de>

References

Simon, N., Friedman, J., Hastie, T., Tibshirani, R. (2011). A Sparse-Group Lasso. Journal of Computational and Graphical Statistics, 22, 231-245.


TrioSGL documentation built on May 2, 2019, 1:12 p.m.