Linear Multiple Output Sparse Group Lasso

Linear multiple output using sparse group lasso. The algorithm finds the sparse group lasso penalized maximum likelihood estimator. This result in feature and parameter selection, and parameter estimation. Use of parallel computing for cross validation and subsampling is supported through the 'foreach' and 'doParallel' packages. Development version is on GitHub, please report package issues on GitHub.


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Reference manual

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install.packages("lsgl")

1.3.6 by Martin Vincent, 24 days ago


https://github.com/vincent-dk/lsgl


Report a bug at https://github.com/vincent-dk/lsgl/issues


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


Authors: Martin Vincent


Documentation:   PDF Manual  


GPL (>= 2) license


Imports methods, utils, stats

Depends on Matrix, sglOptim

Suggests knitr, rmarkdown

Linking to sglOptim, Rcpp, RcppProgress, RcppArmadillo, BH


See at CRAN