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 |
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