aplantin/CSGL
Compositional Sparse Group Lasso

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aplantin/CSGL: Compositional Sparse Group Lasso
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Compositional Sparse Group Lasso

calc.gicCalculates generalized information criterion
calc.lammaxCalculates maximum lambda value
csglCompositional sparse group lasso
csgl.fitFits CSGL
cv.csglFits CSGL, choosing lambda by cross-validation
getFoldsGets folds for cross-validation
gic.csglFits CSGL, choosing lambda by GIC
update.alphaUpdate alpha vector
update.betaUpdate beta vector
update.xiUpdate xi vector
aplantin/CSGL documentation built on May 21, 2019, 12:08 p.m.

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