gglasso: Group Lasso Penalized Learning Using a Unified BMD Algorithm

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: <doi:10.1007/s11222-014-9498-5>.

Package details

AuthorYi Yang [aut, cre] (http://www.math.mcgill.ca/yyang/), Hui Zou [aut] (http://users.stat.umn.edu/~zouxx019/), Sahir Bhatnagar [aut] (http://sahirbhatnagar.com/)
MaintainerYi Yang <yi.yang6@mcgill.ca>
LicenseGPL-2
Version1.5
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 March 18, 2020, 9:07 a.m.