lsgl: Linear Sparse Group Lasso

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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.

Author
Martin Vincent
Date of publication
2016-09-28 08:34:10
Maintainer
Martin Vincent <martin.vincent.dk@gmail.com>
License
GPL (>= 2)
Version
1.3.0
URLs

View on CRAN

Man pages

best_model.lsgl
Index of best model
coef.lsgl
Extract Nonzero Coefficients
Err.lsgl
Error Rates
features.lsgl
Nonzero Features
features_stat.lsgl
Extract feature statistics
lsgl
Fit a linear multiple output model using sparse group lasso
lsgl.algorithm.config
Create a new algorithm configuration
lsgl.cv
Cross Validation
lsgl.lambda
Compute a lambda sequence for the regularization path
lsgl.standard.config
Standard algorithm configuration
lsgl.subsampling
Subsampling
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

Files in this package

lsgl
lsgl/inst
lsgl/inst/NEWS.Rd
lsgl/tests
lsgl/tests/E_lsgl_navigate_test.R
lsgl/tests/B_lsgl_subsampling_test.R
lsgl/tests/A_lsgl_fit_test.R
lsgl/tests/D_lsgl_grouping_test.R
lsgl/tests/B_lsgl_cv_test.R
lsgl/tests/H_configuration_test.R
lsgl/tests/C_lsgl_omp_test.R
lsgl/src
lsgl/src/Makevars
lsgl/src/frobenius_norm_weighted.h
lsgl/src/pkg_c_config.h
lsgl/src/lsgl.cpp
lsgl/src/frobenius_norm.h
lsgl/NAMESPACE
lsgl/R
lsgl/R/lsgl_config.R
lsgl/R/lsgl_subsampling.R
lsgl/R/lsgl_predict.R
lsgl/R/startup.R
lsgl/R/lsgl_fit.R
lsgl/R/lsgl_cv.R
lsgl/R/lsgl_navigate.R
lsgl/MD5
lsgl/DESCRIPTION
lsgl/man
lsgl/man/Err.lsgl.Rd
lsgl/man/parameters_stat.lsgl.Rd
lsgl/man/print.lsgl.Rd
lsgl/man/predict.lsgl.Rd
lsgl/man/parameters.lsgl.Rd
lsgl/man/features_stat.lsgl.Rd
lsgl/man/models.lsgl.Rd
lsgl/man/nmod.lsgl.Rd
lsgl/man/lsgl.algorithm.config.Rd
lsgl/man/coef.lsgl.Rd
lsgl/man/lsgl.subsampling.Rd
lsgl/man/lsgl.standard.config.Rd
lsgl/man/lsgl.Rd
lsgl/man/lsgl.lambda.Rd
lsgl/man/features.lsgl.Rd
lsgl/man/best_model.lsgl.Rd
lsgl/man/lsgl.cv.Rd