The code was originally on an R-forge repository.
This package implements a new procedure of variable selection in the context of redundancy between explanatory variables, which holds true with high dimensional data.
From github:
library(devtools)
install_github("modal-inria/MLGL")
From CRAN:
install.packages("MLGL", repos = "https://cran.rstudio.com")
install.packages(c("gglasso", "MASS", "Matrix", "fastcluster", "FactoMineR", "parallelDist"), repos = "https://cran.rstudio.com")
MLGL is developed by Quentin Grimonprez, Guillemette Marot, Alain Celisse and Samuel Blanck.
Copyright Inria - Université de Lille
This program is free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.