A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) DOI: <doi:10.1007/s11222-014-9498-5>.

Installers

Info: This package contains files in non-standard labels.

conda install

  • linux-64  v1.4
  • osx-64  v1.4
  • win-64  v1.4
To install this package with conda run one of the following:
conda install -c conda-forge r-gglasso
conda install -c conda-forge/label/gcc7 r-gglasso
conda install -c conda-forge/label/cf201901 r-gglasso

Description

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