creNet2-package: Fit a GLM with a combination of lasso and overlapping group...

Description Details Author(s) References

Description

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.

Details

Package: creSGL
Type: Package
Version: 1.0
Date: 2016-01-20
License: GPL
LazyLoad: yes

Only 4 functions: creSGL cvSGL predictSGL plot.cvSGL

Author(s)

Kourosh Zarringhalam [aut] and David Degras [ctb]

Modified from SGL package: Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani

Maintainer: Kourosh Zarringhalam <[email protected]>

References

Simon, N., Friedman, J., Hastie T., and Tibshirani, R. (2011) A Sparse-Group Lasso,
http://web.stanford.edu/~hastie/Papers/SGLpaper.pdf


kouroshz/creNet documentation built on Feb. 25, 2018, 12:41 p.m.