Description Details Author(s) See Also Examples
Group-Lasso with Hierarchical Clustering
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.
Quentin Grimonprez
Maintainer: Quentin Grimonprez <quentin.grimonprez@inria.fr>
HCgglasso, cv.HCgglasso
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