Nothing
grpsel: Group Subset Selection
Provides tools for sparse regression modelling with grouped predictors using the group subset selection penalty. Uses coordinate descent and local search algorithms to rapidly deliver near optimal estimates. The group subset penalty can be combined with a group lasso or ridge penalty for added shrinkage. Linear and logistic regression are supported, as are overlapping groups.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Ryan Thompson [aut, cre] (<https://orcid.org/0000-0002-9002-0448>) |
| Maintainer | Ryan Thompson <ryan.thompson-1@uts.edu.au> |
| License | GPL-3 |
| Version | 1.3.2 |
| URL | https://github.com/ryan-thompson/grpsel |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the grpsel package in your browser
Any scripts or data that you put into this service are public.
