gglasso: Group Lasso Penalized Learning Using a Unified BMD Algorithm

A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) DOI: <doi:10.1007/s11222-014-9498-5>.

Version: 1.4
Imports: methods
Published: 2017-09-15
Author: Yi Yang, Hui Zou
Maintainer: Yi Yang <yi.yang6 at>
License: GPL-2
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: gglasso results


Reference manual: gglasso.pdf
Package source: gglasso_1.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: gglasso_1.4.tgz, r-oldrel: gglasso_1.4.tgz
Old sources: gglasso archive

Reverse dependencies:

Reverse imports: FIT, MLGL, PhylogeneticEM


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