Fit the regularization path of linear, logistic or Cox models with overlapping grouped covariates based on the latent group lasso approach. Latent group MCP/SCAD as well as bi-level selection methods, namely the group exponential lasso and the composite MCP are also available. This package serves as an extension of R package 'grpreg' (by Dr. Patrick Breheny <[email protected]>) for grouped variable selection involving overlaps between groups.
To install this package, run one of the following:
Summary
Fit the regularization path of linear, logistic or Cox models with overlapping grouped covariates based on the latent group lasso approach. Latent group MCP/SCAD as well as bi-level selection methods, namely the group exponential lasso and the composite MCP are also available. This package serves as an extension of R package 'grpreg' (by Dr. Patrick Breheny <[email protected]>) for grouped variable selection involving overlaps between groups.
Last Updated
Sep 13, 2019 at 19:21
License
GPL-3
Total Downloads
1
Supported Platforms