This (beta) software perform penalized regression in Multivariate Linear Models. (The number of responses or the number of predictors can be much higher than the number of individuals) It performs Lasso, group Lasso and fused lasso for differents types of groups that can be within the responses or (and) the predictors.
It also can take into account the dependance that may exist whithin the responses.
devtools::install_github("Marie-PerrotDockes/VariSel")
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