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.

Getting started

Package details

AuthorXianlong Wang <[email protected]>, Li Qin, Hexin Zhang, Yuzheng Zhang, Li Hsu, Pei Wang <[email protected]>
MaintainerXianlong Wang <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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groupRemMap documentation built on May 29, 2017, 9:22 p.m.