Implementation of the block coordinate descent procedure for solving the proximal function of latent group Lasso, highlighted by decomposing a DAG into several non-overlapping path graphs, and getting closed-form solution for each path graph. The procedure was introduced as Algorithm 4 in Yan and Bien (2015) <https://arxiv.org/abs/1512.01631> "Hierarchical Sparse Modeling: A Choice of Two Regularizers", and the closed-form solution for each path graph is solved in Algorithm 3 of that paper.
Version: | 0.1 |
Depends: | R (≥ 3.2.1) |
Suggests: | knitr |
Published: | 2016-06-09 |
Author: | Xiaohan Yan, Jacob Bien |
Maintainer: | Xiaohan Yan <xy257 at cornell.edu> |
License: | GPL-3 |
URL: | https://arxiv.org/abs/1512.01631 |
NeedsCompilation: | yes |
CRAN checks: | hsm results |
Reference manual: | hsm.pdf |
Vignettes: |
Using the hsm package |
Package source: | hsm_0.1.tar.gz |
Windows binaries: | r-devel: hsm_0.1.zip, r-release: hsm_0.1.zip, r-oldrel: hsm_0.1.zip |
OS X Mavericks binaries: | r-release: hsm_0.1.tgz, r-oldrel: hsm_0.1.tgz |
Please use the canonical form https://CRAN.R-project.org/package=hsm to link to this page.