The R package implements the algorithm for solving proximal operator of the latent group lasso, introduced as Algorithm 4 in Yan, X. and Bien, J. (2017) "Hierarchical Sparse Modeling: A Choice of Two Group Lasso Formulations".
To install hsm
using the devtools R package, type
devtools::install_github("yanxht/hsm", build_vignettes = TRUE)
in R. This installs hsm
and builds its vignette. Learn to use hsm
with its vignette by typing
vignette("hsm-vignette")
in R.
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