MLGL: Multi-Layer Group-Lasso

It implements a new procedure of variable selection in the context of redundancy between explanatory variables, which holds true with high dimensional data (Grimonprez et al. (2018) <https://hal.inria.fr/hal-01857242>).

Version: 0.5
Imports: gglasso, MASS, Matrix, fastcluster, FactoMineR
Published: 2018-10-14
Author: Quentin Grimonprez [aut, cre], Samuel Blanck [ctb], Alain Celisse [ths], Guillemette Marot [ths], Yi Yang [ctb], Hui Zou [ctb]
Maintainer: Quentin Grimonprez <quentin.grimonprez at inria.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: Inria
NeedsCompilation: no
Materials: NEWS
CRAN checks: MLGL results

Downloads:

Reference manual: MLGL.pdf
Package source: MLGL_0.5.tar.gz
Windows binaries: r-devel: MLGL_0.5.zip, r-release: MLGL_0.5.zip, r-oldrel: MLGL_0.5.zip
OS X binaries: r-release: MLGL_0.5.tgz, r-oldrel: MLGL_0.5.tgz

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