lsgl: Linear 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 multiple processors for cross validation and subsampling is supported through OpenMP. Development version is on github.

Version: 1.2.0
Depends: R (≥ 3.0.0), sglOptim (== 1.2.0), Matrix
Imports: methods, utils, stats
LinkingTo: sglOptim, Rcpp, RcppProgress, RcppArmadillo, BH
Published: 2015-09-19
Author: Martin Vincent
Maintainer: Martin Vincent <vincent at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: NEWS
CRAN checks: lsgl results


Reference manual: lsgl.pdf
Package source: lsgl_1.2.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: lsgl_1.2.0.tgz, r-oldrel: lsgl_1.0.123.1.tgz
OS X Mavericks binaries: r-release: lsgl_1.2.0.tgz
Old sources: lsgl archive