Fits hierarchical regularized regression models to incoporate potentially informative external data. Utilizes coordinate descent to efficiently fit regularized regression models both with and without external information with the most common penalties used in practice (i.e. ridge, lasso, elastic net). Support for standard R matrices, sparse matrices and big.matrix objects.
|Author||Garrett M. Weaver|
|Maintainer||Garrett M. Weaver <[email protected]>|
|License||GPL-2 | file LICENSE|
|Package repository||View on GitHub|
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