gglasso: Group Lasso Penalized Learning Using a Unified BMD Algorithm
Version 1.4

A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) DOI: .

Getting started

Package details

AuthorYi Yang <[email protected]>, Hui Zou <[email protected]>
Date of publication2017-09-15 07:43:21 UTC
MaintainerYi Yang <[email protected]>
LicenseGPL-2
Version1.4
URL https://github.com/emeryyi/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 Sept. 15, 2017, 9:03 a.m.