Description Details Author(s) References
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.
Package: | creSGL |
Type: | Package |
Version: | 1.0 |
Date: | 2016-01-20 |
License: | GPL |
LazyLoad: | yes |
Only 4 functions:
creSGL
cvSGL
predictSGL
plot.cvSGL
Kourosh Zarringhalam [aut] and David Degras [ctb]
Modified from SGL package: Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani
Maintainer: Kourosh Zarringhalam <kourosh.zarringhalam@umb.edu>
Simon, N., Friedman, J., Hastie T., and Tibshirani, R. (2011)
A Sparse-Group Lasso,
http://web.stanford.edu/~hastie/Papers/SGLpaper.pdf
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