The doubly regularized matrix-variate regression solves a low-rank-plus-sparse
structure for matrix-variate generalized linear models through a weighted
combination of nuclear-norm and L1-norm. The methodology implemented by this
package is described in the paper "Doubly Regularized Matrix-Variate Regression".
See Xu, Luo and Jiang
From CRAN:
install.packages("drrglm")
From github (RTools is requires on Windows platform to compile the source code):
library(remotes)
install_github("paradoxical-rhapsody/drrglm")
For detailed information on the usage and examples in the package, please refer to the documentation:
help(, drrglm)
Zengchao Xu, Shan Luo, and Binyan Jiang. "Doubly Regularized Matrix-Variate Regression". Journal of Computational and Graphical Statistics. doi:10.1080/10618600.2026.2702534