README.md

In liqun730/gMIC: Group Sparsity via Approximated Information Criteria

gMIC

R package for the gMIC group variable selection for GLM. After installation, please check the main function glm.gMIC (?glm.gMIC) for tutorial.

Reference

• Liqun Yu, Nan Lin, Xiaogang Su (2018), Group Sparsity via Approximated Information Criteria, under revision.
• Xiaogang Su, Juanjuan Fan, Richard Levine, Martha Nunn and Chih-Ling Tsai (2017), Sparse Estimation of Generalized Linear Models (GLM) via Approximated Information Criteria, Statistica Sinica, accepted.

Installation

library(devtools)
install_github("Liqun730/gMIC")
# check the usage of the main function:
? gMIC::glm.gMIC

Caution:

The current version cannot be installed on Windows.

liqun730/gMIC documentation built on May 22, 2019, 11:52 p.m.