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.

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Package details

AuthorYi Yang <>, Hui Zou <>
Date of publication2014-08-17 08:22:45
MaintainerYi Yang <>
Package repositoryView on CRAN
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gglasso documentation built on May 29, 2017, 5:28 p.m.