lsgl: Linear Multiple Output Sparse Group Lasso
Version 1.3.6

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.

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AuthorMartin Vincent
Date of publication2017-04-02 17:41:15 UTC
MaintainerMartin Vincent <martin.vincent.dk@gmail.com>
LicenseGPL (>= 2)
Version1.3.6
URL https://github.com/vincent-dk/lsgl
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("lsgl")

Man pages

AirlineTicketPrices: Airline Ticket Prices.
best_model.lsgl: Index of best model
coef.lsgl: Nonzero Coefficients
cv: Cross Validation
Err.lsgl: Error Rates
features.lsgl: Nonzero Features
features_stat.lsgl: Extract feature statistics
fit: Fit a linear multiple output model using sparse group lasso
lambda: Compute a lambda sequence for the regularization path
lsgl: Deprecated fit function
lsgl.algorithm.config: Create a new algorithm configuration
lsgl.c.config: Featch information about the C side configuration of the...
lsgl.cv: Deprecated cv function
lsgl.lambda: Deprecated lambda function
lsgl-package: Linear Multiple Output Using Sparse Group Lasso.
lsgl.standard.config: Standard algorithm configuration
lsgl.subsampling: Deprecated subsampling function
models.lsgl: Exstract Fitted Models
nmod.lsgl: Number of Models
parameters.lsgl: Nonzero Parameters
parameters_stat.lsgl: Extracting parameter statistics
predict.lsgl: Predict
print.lsgl: Print function for lsgl
subsampling: Subsampling
X: Design matrix
Y: Response matrix

Functions

AirlineTicketPrices Man page
Err.lsgl Man page Source code
X Man page
Y Man page
best_model.lsgl Man page Source code
coef.lsgl Man page Source code
cv Man page Source code
features.lsgl Man page Source code
features_stat.lsgl Man page Source code
fit Man page Source code
get_callsym Source code
lambda Man page Source code
lsgl Man page Source code
lsgl-package Man page
lsgl.algorithm.config Man page Source code
lsgl.c.config Man page Source code
lsgl.cv Man page Source code
lsgl.lambda Man page Source code
lsgl.standard.config Man page
lsgl.subsampling Man page Source code
models.lsgl Man page Source code
nmod.lsgl Man page Source code
onAttach Source code
parameters.lsgl Man page Source code
parameters_stat.lsgl Man page Source code
predict.lsgl Man page Source code
print.lsgl Man page Source code
process_args Source code
subsampling Man page Source code

Files

inst
inst/NEWS.Rd
inst/doc
inst/doc/quick-start.html
inst/doc/README.Rmd
inst/doc/quick-start.R
inst/doc/quick-start.Rmd
inst/doc/README.R
inst/doc/README.html
tests
tests/E_lsgl_navigate_test.R
tests/A_lsgl_fit_test_weighted.R
tests/A_lsgl_fit_test_2.R
tests/B_lsgl_subsampling_test.R
tests/A_lsgl_fit_test_1.R
tests/D_lsgl_grouping_test.R
tests/B_lsgl_cv_test.R
tests/B_lsgl_cv_test_weighted.R
tests/C_lsgl_parallel_test.R
tests/H_configuration_test.R
src
src/Makevars
src/frobenius_norm_weighted.h
src/pkg_c_config.h
src/lsgl.cpp
src/frobenius_norm.h
NAMESPACE
data
data/AirlineTicketPrices.RData
R
R/cv.R
R/subsampling.R
R/predict.R
R/lambda.R
R/navigate.R
R/lsgl.R
R/fit.R
R/startup.R
R/config.R
R/process-arguments.R
vignettes
vignettes/README.Rmd
vignettes/quick-start.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/Err.lsgl.Rd
man/fit.Rd
man/lsgl.c.config.Rd
man/parameters_stat.lsgl.Rd
man/print.lsgl.Rd
man/cv.Rd
man/predict.lsgl.Rd
man/parameters.lsgl.Rd
man/features_stat.lsgl.Rd
man/models.lsgl.Rd
man/nmod.lsgl.Rd
man/lsgl.algorithm.config.Rd
man/coef.lsgl.Rd
man/lsgl.subsampling.Rd
man/lsgl.standard.config.Rd
man/lambda.Rd
man/lsgl.Rd
man/lsgl.lambda.Rd
man/features.lsgl.Rd
man/best_model.lsgl.Rd
man/AirlineTicketPrices.Rd
man/X.Rd
man/lsgl-package.Rd
man/Y.Rd
man/lsgl.cv.Rd
man/subsampling.Rd
lsgl documentation built on May 19, 2017, 8:50 a.m.