TrioSGL-package {TrioSGL}

Trio Model with a Combination of Lasso and Group Lasso Regularization

Description

Fit a trio model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. This package is based on Noah Simon, et al. (2011) <doi:10.1080/10618600.2012.681250>.

Details

Package:	TrioSGL
Type:	Package
Version:	1.1.0
Date:	2017-12-18
License:	GPL
LazyLoad:	yes

Only 1 function: TrioSGL

Author(s)

Timo Stöcker, Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani

Maintainer: Timo Stöcker <[e-mail]>

References

Simon, N., Friedman, J., Hastie, T., Tibshirani, R. (2011). A Sparse-Group Lasso. Journal of Computational and Graphical Statistics, 22, 231-245.