emeryyi/gglasso: Group Lasso Penalized Learning Using a Unified BMD Algorithm
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: <doi:10.1007/s11222-014-9498-5>.
Getting started
Browse package contents
Package details |
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| Author | Yi Yang <yi.yang6@mcgill.ca>, Hui Zou <hzou@stat.umn.edu> |
| Maintainer | |
| License | GPL-2 |
| Version | 1.4 |
| URL | https://github.com/emeryyi/gglasso |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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