SGL-package {SGL} | R Documentation |
Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso Regularization
Description
Fit a regularized generalized linear model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. Fits linear, logistic and Cox models.
Details
Package: | SGL |
Type: | Package |
Version: | 1.0 |
Date: | 2012-3-12 |
License: | GPL |
LazyLoad: | yes |
Only 4 functions:
SGL
cvSGL
predictSGL
plot.cvSGL
Author(s)
Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani
Maintainer: Noah Simon <nrsimon@uw.edu>
References
Simon, N., Friedman, J., Hastie T., and Tibshirani, R. (2011)
A Sparse-Group Lasso,
http://faculty.washington.edu/nrsimon/SGLpaper.pdf
[Package SGL version 1.3 Index]