kouroshz/creNet: Fit a GLM with a combination of lasso and overlapping group lasso regularization
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.
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Package details |
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| Author | Kourosh Zarringhalam [aut,cre], David Degras [aut], Noah Simon [aut], Jerome Friedman [aut], Trevor Hastie [aut], and Rob Tibshirani [aut] |
| Maintainer | Kourosh Zarringhalam <kourosh.zarringhalam@umb.edu> |
| License | GPL |
| Version | 1.2 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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