kouroshz/creNet: Fit a GLM with a combination of lasso and overlapping group lasso regularization
Version 1.2

Fit a regularized generalized linear model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. Fits linear and logistic models. Modified code from package SGL.

Getting started

Package details

AuthorKourosh Zarringhalam [aut,cre], David Degras [aut], Noah Simon [aut], Jerome Friedman [aut], Trevor Hastie [aut], and Rob Tibshirani [aut]
MaintainerKourosh Zarringhalam <[email protected]>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
kouroshz/creNet documentation built on Feb. 25, 2018, 12:41 p.m.