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
|Author||Yaohui Zeng, Patrick Breheny|
|Maintainer||Yaohui Zeng <[email protected]>|
|Package repository||View on GitHub|
Install the latest version of this package by entering the following in R:
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.