YaohuiZeng/grpregOverlap: Penalized Regression Models with Overlapping Grouped Covariates
Version 2.2-0

Fit the regularization path of linear, logistic or Cox models with overlapping grouped covariates based on the latent group lasso approach. Latent group MCP/SCAD as well as bi-level selection methods, namely the group exponential lasso and the composite MCP are also available. This package serves as an extension of R package 'grpreg' (by Dr. Patrick Breheny ) for grouped variable selection involving overlaps between groups.

Getting started

Package details

AuthorYaohui Zeng, Patrick Breheny
MaintainerYaohui Zeng <[email protected]>
URL https://github.com/YaohuiZeng/grpregOverlap
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
YaohuiZeng/grpregOverlap documentation built on June 3, 2017, 9:51 a.m.