Multi-Layer Group-Lasso

It implements a new procedure of variable selection in the context of redundancy between explanatory variables, which holds true with high dimensional data (Grimonprez et al. (2023) ).


Reference manual

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install.packages("MLGL")

1.0.1 by Quentin Grimonprez, a year ago


Report a bug at https://github.com/modal-inria/MLGL/issues


Browse source code at https://github.com/cran/MLGL


Authors: Quentin Grimonprez [aut, cre] , Samuel Blanck [ctb] , Alain Celisse [ths] , Guillemette Marot [ths] , Yi Yang [ctb] , Hui Zou [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports gglasso, MASS, Matrix, fastcluster, FactoMineR, parallelDist


See at CRAN