DataSlingers/ExclusiveLasso: Generalized Linear Models with the Exclusive Lasso Penalty
Fit Generalized Linear Models ("GLMs") using the "Exclusive Lasso" penalty of Zhou et al (2010) using the Coordinate Descent and Inexact Proximal Gradient algorithms of Campbell and Allen (2017) <https://projecteuclid.org/euclid.ejs/1509004863>.
Getting started
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Package details |
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| Maintainer | |
| License | GPL (>= 2) |
| Version | 0.0 |
| URL | https://github.com/DataSlingers/ExclusiveLasso |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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