README.md

In rakheon/sgsl: Sparse group-subgroup lasso for identification of important regressor groups, subgroups and individuals

sgsl: sparse group-subgroup lasso

The R package sgsl implements the sparse group-subgroup lasso.

The reference for the original pliable lasso can be found at: * Identification of important regressor groups, subgroups and individuals via regularization methods: application to gut microbiome data by Tanya P. Garcia et al (2014).

Installation

devtools::install_github("rakheon/sgsl", force = TRUE)

Example

# data generation for linear models
x = matrix(rnorm(100*5, 0, 1),100,5)
z = matrix(rbinom(100, 1, 0.5),100,1)
y = matrix(z[,1] + 2*x[,1] - 2*x[,2] + rnorm(100, 0, 1), 100)

# variable selection with d2wlasso for linear models

rakheon/sgsl documentation built on Feb. 25, 2020, 5:22 p.m.