seagull: Lasso, Group Lasso, and Sparse-Group Lasso for Mixed Models

Proximal gradient descent solver for the operators lasso, (fitted) group lasso, and (fitted) sparse-group lasso. The implementation involves backtracking line search and warm starts. Input data needs to be clustered/ grouped for each group lasso variant before calling these algorithms.

Package details

AuthorJan Klosa [aut, cre], Noah Simon [ths], Dörte Wittenburg [ths]
MaintainerJan Klosa <klosa@fbn-dummerstorf.de>
LicenseGPL (>= 2)
Version1.1.0
URL https://github.com/jklosa/seagull
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("seagull")

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seagull documentation built on April 20, 2021, 5:06 p.m.