gglasso: Group Lasso Penalized Learning Using A Unified BMD Algorithm

This package implements a unified algorithm, blockwise-majorization-decent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM.

Version: 1.3
Published: 2014-08-17
Author: Yi Yang, Hui Zou
Maintainer: Yi Yang <yiyang at umn.edu>
License: GPL-2
URL: http://code.google.com/p/gglasso/
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: gglasso results

Downloads:

Reference manual: gglasso.pdf
Package source: gglasso_1.3.tar.gz
Windows binaries: r-devel: gglasso_1.3.zip, r-release: gglasso_1.3.zip, r-oldrel: gglasso_1.3.zip
OS X Snow Leopard binaries: r-release: gglasso_1.3.tgz, r-oldrel: gglasso_1.3.tgz
OS X Mavericks binaries: r-release: gglasso_1.3.tgz
Old sources: gglasso archive