FrankD/fuser: Fused Lasso for High-Dimensional Regression over Groups
Version 1.0.0

Enables high-dimensional penalized regression across heterogeneous subgroups. Fusion penalties are used to share information about the linear parameters across subgroups. The underlying model is described in detail in Dondelinger and Mukherjee (2017) .

Getting started

Package details

Maintainer
LicenseGPL-3
Version1.0.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("FrankD/fuser")
FrankD/fuser documentation built on Aug. 19, 2017, 6:02 p.m.