Penalized Regression Models with Overlapping Grouped Covariates

Fit the regularization path of linear, logistic or Cox models with overlapping grouped covariates based on the latent group lasso approach. Latent group MCP/SCAD as well as bi-level selection methods, namely the group exponential lasso and the composite MCP are also available. This package serves as an extension of R package 'grpreg' (by Dr. Patrick Breheny ) for grouped variable selection involving overlaps between groups.


Build Status CRAN_Status_Badge CRAN RStudio mirror downloads

grpregOverlap fits the regularization paths of linear, logistic, Poisson, or Cox models with overlapping grouped covariates based on the latent group lasso approach (Jacob et al., 2009). Latent group MCP/SCAD as well as bi-level selection methods, namely the group exponential lasso(Breheny, 2015) and the composite MCP (Huang et al., 2012) are also available. This package serves as an extension of R package grpreg (by Dr. Patrick Breheny [email protected]) for grouped variable selection involving overlaps between groups.

News:

  • this package now works for survival analysis (Cox model) by specifying "family = cox".
  • this package on GitHub has been updated to Version 2.2-0. See details in NEWS.

Installation:

  • the stable version: install.packages("grpregOverlap")
  • the latest version: devtools::install_github("YaohuiZeng/grpregOverlap")

Report bugs:

News

  • Minor change ** Major change

2.2-0 (2016-12-30)

  • exported function incidenceMatrix.
  • updated citation

2.1-1 (2016-11-08)

  • prepare for CRAN submission.

2.1-0 (2016-06-28) ** "grpregOverlap" now works for survival analysis (Cox model) if specifying "family = cox". Related methods for survival analysis, like cv.grpsurvOverlap, predict.grpsurvOverlap, are added. The generic functions, like plot, summary, predict can also handle survival model fitting and cross-validation. * Handle cases where variables in X are not included in "group" input.

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("grpregOverlap")

2.2-0 by Yaohui Zeng, 2 years ago


https://github.com/YaohuiZeng/grpregOverlap


Report a bug at https://github.com/YaohuiZeng/grpregOverlap/issues


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


Authors: Yaohui Zeng , Patrick Breheny


Documentation:   PDF Manual  


GPL-3 license


Depends on Matrix, grpreg

Suggests testthat


Suggested by grpreg.


See at CRAN