glmgraph: Graph-Constrained Regularization for Sparse Generalized Linear Models

We propose to use sparse regression model to achieve variable selection while accounting for graph-constraints among coefficients. Different linear combination of a sparsity penalty(L1) and a smoothness(MCP) penalty has been used, which induces both sparsity of the solution and certain smoothness on the linear coefficients.

AuthorLi Chen, Jun Chen
Date of publication2015-07-19 09:52:47
MaintainerLi Chen <li.chen@emory.edu>
LicenseGPL-2
Version1.0.3

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