xhnnnnn/FSGL: Fit a Linear Model with a Combination of Lasso and Group Lasso Regularization. The calculation will more fast than 'SGL' package.

Fit a fast regularized linear model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. Fits linear models.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.0.0.9000
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("xhnnnnn/FSGL")
xhnnnnn/FSGL documentation built on Jan. 7, 2022, 6:51 p.m.