Sparse Group Penalized Regression for Bi-Level Variable Selection

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Documentation for package ‘SGPR’ version 0.1.2

• DESCRIPTION file.
• Package NEWS.

Help Pages

coef.sgp	Coefficients from an SGP model
coef.sgp.cv	Coefficients from SGP models
get.loss	A function that calculates the loss/cost
plot.sgp	Plots the coefficient path of an SGP object
plot.sgp.cv	Plots the cross-validation curve from a SGP object
predict.sgp	Predictions based on a SGP model
predict.sgp.cv	Predictions based on a SGP models
process.group	Process groupings for a sparse group penalty
process.lambda	Set up a lambda sequence
process.penalty	Process the arguments about the sparse group penalty
process.X	Process X for a sparse group penalty
process.y	Process y for a sparse group penalty
process.Z	Process Z for a sparse group penalty
sgp	Fit a sparse group regularized regression path
sgp.cv	Cross-validation for sparse group penalties