FrankD/fuser: Fused Lasso for High-Dimensional Regression over Groups
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) <arXiv:1611.00953>.
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Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 1.0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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