Selection, Fusion, Smoothing and Principal Components Analysis for Ordinal Variables

Selection, fusion, and/or smoothing of ordinally scaled independent variables using a group lasso, fused lasso or generalized ridge penalty, as well as non-linear principal components analysis for ordinal variables using a second-order difference/smoothing penalty.


Reference manual

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1.0.0 by Aisouda Hoshiyar, a month ago

Browse source code at

Authors: Jan Gertheiss [aut] , Aisouda Hoshiyar [aut, cre] , Fabian Scheipl [ctb]

Documentation:   PDF Manual  

GPL-2 license

Depends on grplasso, mgcv, RLRsim, quadprog, glmpath

Suggests psy, knitr, rmarkdown

See at CRAN