YaohuiZeng/grpregOverlap: Penalized Regression Models with Overlapping Grouped Covariates

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 <patrick-breheny@uiowa.edu>) for grouped variable selection involving overlaps between groups.

install.packages("remotes")
remotes::install_github("YaohuiZeng/grpregOverlap")