grpregOverlap: Penalized Regression Models with Overlapping Grouped Covariates

Fit the regularization path of linear, logistic or Cox models with overlapping grouped covariates based on the latent group lasso approach. Latent group MCP/SCAD as well as bi-level selection methods, namely the group exponential lasso and the composite MCP are also available. This package serves as an extension of R package 'grpreg' (by Dr. Patrick Breheny <patrick-breheny@uiowa.edu>) for grouped variable selection involving overlaps between groups.

Package details

AuthorYaohui Zeng, Patrick Breheny
MaintainerYaohui Zeng <yaohui-zeng@uiowa.edu>
LicenseGPL-3
Version2.2-0
URL https://github.com/YaohuiZeng/grpregOverlap
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("grpregOverlap")

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grpregOverlap documentation built on May 2, 2019, 4:47 a.m.