Linear multiple output using sparse group lasso. The algorithm finds the sparse group lasso penalized maximum likelihood estimator. This result in feature and parameter selection, and parameter estimation. Use of parallel computing for cross validation and subsampling is supported through the 'foreach' and 'doParallel' packages. Development version is on GitHub, please report package issues on GitHub.
|Date of publication||2017-04-02 17:41:15 UTC|
|Maintainer||Martin Vincent <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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