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 parallel computing for cross validation and subsampling is supported through the 'foreach' and 'doParallel' packages. Development version is on GitHub, please report package issues on GitHub.
| Version: | 1.3.6 |
| Depends: | R (≥ 3.2.4), Matrix, sglOptim (== 1.3.6) |
| Imports: | methods, utils, stats |
| LinkingTo: | sglOptim, Rcpp, RcppProgress, RcppArmadillo, BH |
| Suggests: | knitr, rmarkdown |
| Published: | 2017-04-02 |
| Author: | Martin Vincent |
| Maintainer: | Martin Vincent <martin.vincent.dk at gmail.com> |
| BugReports: | https://github.com/vincent-dk/lsgl/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/vincent-dk/lsgl |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | lsgl results |
| Reference manual: | lsgl.pdf |
| Vignettes: |
Quick Start Quick Start |
| Package source: | lsgl_1.3.6.tar.gz |
| Windows binaries: | r-devel: lsgl_1.3.6.zip, r-release: lsgl_1.3.6.zip, r-oldrel: lsgl_1.3.6.zip |
| OS X El Capitan binaries: | r-release: lsgl_1.3.6.tgz |
| OS X Mavericks binaries: | r-oldrel: lsgl_1.3.6.tgz |
| Old sources: | lsgl archive |
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