jeffdaniel/asgl: Fit a GLM with Adaptive Sparse Group Lasso Penalty

Fit a generalized linear model via penalized maximum likelihood. The regularization path is computed for the adaptive sparse group lasso penalty along a sequence of tuning parameter values. Supports linear and logistic regression.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.0.0.9000
URL https://github.com/jeffdaniel/asgl
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jeffdaniel/asgl")
jeffdaniel/asgl documentation built on Nov. 4, 2019, 2:37 p.m.