grpregOverlap

grpregOverlap fits the regularization paths of linear, logistic, Poisson, or Cox models with overlapping grouped covariates based on the latent group lasso approach (Jacob et al., 2009). Latent group MCP/SCAD as well as bi-level selection methods, namely the group exponential lasso(Breheny, 2015) and the composite MCP (Huang et al., 2012) are also available. This package serves as an extension of R package grpreg (by Dr. Patrick Breheny patrick-breheny@uiowa.edu) for grouped variable selection involving overlaps between groups.

News:

• this package now works for survival analysis (Cox model) by specifying "family = cox".
• this package on GitHub has been updated to Version 2.2-0. See details in NEWS.

Installation:

• the stable version: install.packages("grpregOverlap")
• the latest version: devtools::install_github("YaohuiZeng/grpregOverlap")

Report bugs：

• open an issue or send an email to Yaohui Zeng at yaohui-zeng@uiowa.edu