glbinc-package: Group Penalised Logistic Regression
In antiphon/glbinc:
Description
Details
References
Description
Group Penalised Logistic Regression
Details
Several Lasso packages in CRAN. Needed one with 1) Group penalties 2) Support for sparse Matrices 3) Offset terms!
None existed that fullfilled all three, so wrote this.
We use local coordinate descent (LCD), as described in the reference.
Main function is glbin_lcd_c, sparse version glbin_lcd_c_sparse.
References
Patrick Breheny and Jian Huang, Penalized methods for bi-level variable selection, (2009) Statistics and Its Interface
antiphon/glbinc documentation built on July 31, 2019, 11 p.m.
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Description Details References
Description
Group Penalised Logistic Regression
Details
Several Lasso packages in CRAN. Needed one with 1) Group penalties 2) Support for sparse Matrices 3) Offset terms!
None existed that fullfilled all three, so wrote this.
We use local coordinate descent (LCD), as described in the reference.
Main function is glbin_lcd_c, sparse version glbin_lcd_c_sparse.
References
Patrick Breheny and Jian Huang, Penalized methods for bi-level variable selection, (2009) Statistics and Its Interface
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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