fuser: Fused Lasso for High-Dimensional Regression over Groups

Enables high-dimensional penalized regression across heterogeneous subgroups. Fusion penalties are used to share information about the linear parameters across subgroups. The underlying model is described in detail in Dondelinger and Mukherjee (2017) <arXiv:1611.00953>.

Package details

AuthorFrank Dondelinger [aut, cre], Olivier Wilkinson [aut]
MaintainerFrank Dondelinger <[email protected]>
LicenseGPL-3
Version1.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fuser")

Try the fuser package in your browser

Any scripts or data that you put into this service are public.

fuser documentation built on June 18, 2018, 1:03 a.m.