groupRemMap: Regularized Multivariate Regression for Identifying Master Predictors Using the GroupRemMap Penalty

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.

AuthorXianlong Wang <xwan2@fhcrc.org>, Li Qin, Hexin Zhang, Yuzheng Zhang, Li Hsu, Pei Wang <pei.wang@mssm.edu>
Date of publication2015-04-09 01:07:16
MaintainerXianlong Wang <xwan2@fhcrc.org>
LicenseGPL (>= 2)
Version0.1-0

View on CRAN

Files in this package

groupRemMap
groupRemMap/src
groupRemMap/src/groupremmap.c
groupRemMap/NAMESPACE
groupRemMap/R
groupRemMap/R/groupRemMap.CV.R groupRemMap/R/groupRemMap.R
groupRemMap/MD5
groupRemMap/DESCRIPTION
groupRemMap/man
groupRemMap/man/groupRemMap.cv.Rd groupRemMap/man/groupRemMap.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.