Multivariate Sparse Group Lasso for the Multivariate Multiple Linear Regression with an Arbitrary Group Structure

For fitting multivariate response and multiple predictor linear regressions with an arbitrary group structure assigned on the regression coefficient matrix, using the multivariate sparse group lasso and the mixed coordinate descent algorithm.


Reference manual

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2.1 by Yanming Li, 5 years ago

Browse source code at

Authors: Yanming Li <[email protected]> , Bin Nan <[email protected]> , Ji Zhu <[email protected]>

Documentation:   PDF Manual  

GPL (>= 2) license

See at CRAN