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.


Reference manual

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0.1-0 by Xianlong Wang, 7 years ago

Browse source code at

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