modal-inria/MLGL: Multi-Layer Group-Lasso

It implements a new procedure of variable selection in the context of redundancy between explanatory variables, which holds true with high dimensional data (Grimonprez et al. (2023) <doi:10.18637/jss.v106.i03>).

Getting started

Package details

Maintainer
LicenseGPL (>=2)
Version1.0.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("modal-inria/MLGL")
modal-inria/MLGL documentation built on March 27, 2023, 12:33 a.m.