dajmcdon/angularlasso: Group Lasso Penalized Learning for Angular Regression

A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, and angular regression. The package is an implementation of Yang, Y. and Zou, H. (2015) DOI: <doi:10.1007/s11222-014-9498-5>.

Getting started

Package details

AuthorDaniel J. McDonald <dajmcdon@gmail.com
Maintainer
LicenseGPL-2
Version1.4
URL https://github.com/dajmcdon/angularlasso
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("dajmcdon/angularlasso")
dajmcdon/angularlasso documentation built on April 5, 2020, 12:53 a.m.