SGL-package: Fit a GLM (or cox model) with a combination of lasso and...

Description Details Author(s) References

Description

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.

Details

Package: SGL
Type: Package
Version: 1.0
Date: 2012-3-12
License: GPL
LazyLoad: yes

Only 4 functions: SGL cvSGL predictSGL plot.cvSGL

Author(s)

Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani

Maintainer: Noah Simon <[email protected]>

References

Simon, N., Friedman, J., Hastie T., and Tibshirani, R. (2011) A Sparse-Group Lasso,
http://www-stat.stanford.edu/~nsimon/SGL.pdf


wrbrooks/SGL documentation built on May 28, 2017, 6:32 a.m.