emeryyi/gglasso: Group Lasso Penalized Learning Using a Unified BMD Algorithm
Version 1.4

A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) DOI: .

Getting started

Package details

AuthorYi Yang <[email protected]>, Hui Zou <[email protected]>
Date of publication2017-9-12 11:11:11
Maintainer
LicenseGPL-2
Version1.4
URL https://github.com/emeryyi/gglasso
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("emeryyi/gglasso")
emeryyi/gglasso documentation built on April 22, 2018, 8:54 a.m.