lsgl: Linear Multiple Output Sparse Group Lasso

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.

AuthorMartin Vincent
Date of publication2016-12-29 01:09:02
MaintainerMartin Vincent <martin.vincent.dk@gmail.com>
LicenseGPL (>= 2)
Version1.3.5
https://github.com/vincent-dk/lsgl

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Files in this package

lsgl
lsgl/inst
lsgl/inst/NEWS.Rd
lsgl/inst/doc
lsgl/inst/doc/quick-start.html
lsgl/inst/doc/quick-start.R
lsgl/inst/doc/quick-start.Rmd
lsgl/tests
lsgl/tests/E_lsgl_navigate_test.R
lsgl/tests/A_lsgl_fit_test_weighted.R
lsgl/tests/B_lsgl_subsampling_test.R
lsgl/tests/A_lsgl_fit_test_1.R
lsgl/tests/D_lsgl_grouping_test.R
lsgl/tests/B_lsgl_cv_test.R
lsgl/tests/B_lsgl_cv_test_weighted.R
lsgl/tests/C_lsgl_parallel_test.R
lsgl/tests/H_configuration_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/data
lsgl/data/AirlineTicketPrices.RData
lsgl/R
lsgl/R/cv.R lsgl/R/subsampling.R lsgl/R/predict.R lsgl/R/lambda.R lsgl/R/navigate.R lsgl/R/lsgl.R lsgl/R/fit.R lsgl/R/startup.R lsgl/R/config.R lsgl/R/process-arguments.R
lsgl/vignettes
lsgl/vignettes/quick-start.Rmd
lsgl/MD5
lsgl/build
lsgl/build/vignette.rds
lsgl/DESCRIPTION
lsgl/man
lsgl/man/Err.lsgl.Rd lsgl/man/fit.Rd lsgl/man/lsgl.c.config.Rd lsgl/man/parameters_stat.lsgl.Rd lsgl/man/print.lsgl.Rd lsgl/man/cv.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/lambda.Rd lsgl/man/lsgl.Rd lsgl/man/lsgl.lambda.Rd lsgl/man/features.lsgl.Rd lsgl/man/best_model.lsgl.Rd lsgl/man/AirlineTicketPrices.Rd lsgl/man/X.Rd lsgl/man/lsgl-package.Rd lsgl/man/Y.Rd lsgl/man/lsgl.cv.Rd lsgl/man/subsampling.Rd

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