lassogrp: Lasso Regression Including Group Lasso and Adaptive Lasso

Implements the Lasso procedure to select regression models. The "group lasso" allows for factors and the like to be either included or excluded as a unit. The "adaptive lasso" is a refined version.

Package details

AuthorLukas Meier, Werner A. Stahel and Martin Maechler, ETH Zurich
MaintainerWerner A. Stahel <lassogrp-authors@stat.math.ethz.ch>
LicenseGPL (>= 2)
Version1.1-0
URL https://regdevelop.r-forge.r-project.org/ https://r-forge.r-project.org/scm/viewvc.php/pkg/lassogrp/?root=regdevelop
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("lassogrp", repos="http://R-Forge.R-project.org")

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lassogrp documentation built on July 25, 2021, 3 a.m.