gglasso: Group Lasso Penalized Learning Using A Unified BMD Algorithm
Version 1.3

This package implements a unified algorithm, blockwise-majorization-decent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM.

Getting started

Package details

AuthorYi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>
Date of publication2014-08-17 08:22:45
MaintainerYi Yang <yiyang@umn.edu>
LicenseGPL-2
Version1.3
URL http://code.google.com/p/gglasso/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gglasso")

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gglasso documentation built on May 29, 2017, 5:28 p.m.