Regularized Multivariate Regression for Identifying Master Predictors Using the GroupRemMap Penalty

An implementation of the GroupRemMap penalty for fitting regularized multivariate response regression models under the high-dimension-low-sample-size setting. When the predictors naturally fall into groups, the GroupRemMap penalty encourages procedure to select groups of predictors, while control for the overall sparsity of the final model.


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install.packages("groupRemMap")

0.1-0 by Xianlong Wang, 7 years ago


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


Authors: Xianlong Wang <[email protected]> , Li Qin , Hexin Zhang , Yuzheng Zhang , Li Hsu , Pei Wang <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license



See at CRAN