TrioSGL-package {TrioSGL} | R Documentation |
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 <timo.stoecker@hhu.de>
References
Simon, N., Friedman, J., Hastie, T., Tibshirani, R. (2011). A Sparse-Group Lasso. Journal of Computational and Graphical Statistics, 22, 231-245.
[Package TrioSGL version 1.1.0 Index]