HCgglasso-package: HCgglasso

Description Details Author(s) See Also Examples

Description

Group-Lasso with Hierarchical Clustering

Details

Package: HCgglasso
Type: Package
Version: 0.2.5
Date: 2016-08-25
License: GPL (>=2)

This package presents a method combining Hierarchical Clustering and Group-lasso. Usually, a single partition of the covariates is used in the group-lasso. Here, we provides several partition from the hierarchical tree.

A post-treatment method based on statistical test (with FWER and FDR control) for selecting the regularization parameter and the optimal group for this value is provided. This method can be applied for the classical group-lasso and our method.

Author(s)

Quentin Grimonprez

Maintainer: Quentin Grimonprez <quentin.grimonprez@inria.fr>

See Also

HCgglasso, cv.HCgglasso

Examples

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X=simuBlockGaussian(50,12,5,0.7)
y=drop(X[,c(2,7,12)]%*%c(2,2,-2)+rnorm(50,0,0.5))
res=HCgglasso(X,y)

HCgglasso documentation built on May 2, 2019, 4:54 p.m.