set.seed(150) pkg_version <- packageVersion("sglOptim")
This is the R package sglOptim version
This package doesn't provide any direct functionality. It is a service package for other R packages, and it provides an implementation of an optimizer of sparse group lasso penalized objective functions. The package is used by the following other R packages:
More details on the algorithm are given in the paper Sparse group lasso and high dimensional multinomial classification.
The loss/objective function must be defined in a C++ module.
Install the released version from CRAN:
Install the version from GitHub:
# install.packages("devtools") devtools::install_github("nielsrhansen/sglOptim", build_vignettes = TRUE)
If you don't want to build the vignettes when installing, just remove the
build_vignettes = TRUE argument.
Martin Vincent wrote the package. Niels Richard Hansen is the current maintainer.
Any scripts or data that you put into this service are public.
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