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

View on CRAN

Functions

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

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.