An implementation of the GroupRemMap penalty for fitting regularized multivariate response regression models under the high-dimension-low-sample-size setting. When the predictors naturally fall into groups, the GroupRemMap penalty encourages procedure to select groups of predictors, while control for the overall sparsity of the final model.
|Author||Xianlong Wang <[email protected]>, Li Qin, Hexin Zhang, Yuzheng Zhang, Li Hsu, Pei Wang <[email protected]>|
|Maintainer||Xianlong Wang <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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