grplasso-package {grplasso}

Fitting User-Specified Models with Group Lasso Penalty

Description

Fits user-specified (GLM-) models with group lasso penalty.

Details

The DESCRIPTION file:

Package:	grplasso
Type:	Package
Title:	Fitting User-Specified Models with Group Lasso Penalty
Version:	0.4-7
Date:	2020-05-7
Author:	Lukas Meier
Maintainer:	Lukas Meier <[e-mail]>
Description:	Fits user-specified (GLM-) models with group lasso penalty.
Depends:	methods
License:	GPL

Index of help topics:

grpl.control            Options for the Group Lasso Algorithm
grpl.control-class      Class "grpl.control": Options for the Group
                        Lasso Algorithm
grpl.model              Group Lasso Models
grpl.model-class        Class "grpl.model": Group Lasso Models
grplasso                Function to Fit a Solution of a Group Lasso
                        Problem
grplasso-package        Fitting User-Specified Models with Group Lasso
                        Penalty
lambdamax               Function to Find the Maximal Value of the
                        Penalty Parameter Lambda
plot.grplasso           Plots the Solution Path of a grplasso Object
predict.grplasso        Predict Method for grplasso Objects
splice                  Dataset of Human Donor Splice Sites

The best entry point for the package are the examples in the help file of the function grplasso.

Author(s)

Lukas Meier

Maintainer: Lukas Meier <[e-mail]>

References

Lukas Meier, Sara van de Geer and Peter B\"uhlmann (2008), The Group Lasso for Logistic Regression, Journal of the Royal Statistical Society, 70 (1), 53 - 71