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

Procedures for variable selection using sparse group-subgroup lasso

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version1.1.1.9001
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("rakheon/sgslasso")
rakheon/sgslasso documentation built on March 1, 2020, 11:46 a.m.