set.seed(150) pkg_version <- packageVersion("sglOptim")

This is the R package sglOptim version ** r pkg_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:

- For fitting
**multivariate linear regression**models using sparse group lasso see the lsgl R package. - For fitting
**multinomial classification models**using sparse group lasso see the msgl R package.

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.packages("sglOptim")
```

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.

GPL (>=2)

**Any scripts or data that you put into this service are public.**

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