groupRemMap: Regularized Multivariate Regression for Identifying Master Predictors Using the GroupRemMap Penalty
Version 0.1-0

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.

Getting started

Package details

AuthorXianlong Wang <>, Li Qin, Hexin Zhang, Yuzheng Zhang, Li Hsu, Pei Wang <>
Date of publication2015-04-09 01:07:16
MaintainerXianlong Wang <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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groupRemMap documentation built on May 29, 2017, 9:22 p.m.