wrbrooks/SGL: Fit a GLM (or cox model) with a combination of lasso and group lasso regularization
Fit a regularized generalized linear model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. Fits linear, logistic and Cox models.
Getting started
Browse package contents
Package details |
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| Author | Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani, Wesley Brooks |
| Maintainer | Wesley Brooks <brooks.wesley@gmail.com> |
| License | GPL |
| Version | 1.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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