CRAN/E | SGL

SGL

Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso Regularization

Installation

About

Fit a regularized generalized linear model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. Fits linear, logistic and Cox models.

Key Metrics

Version 1.3
Published 2019-09-27 1721 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks SGL results

Downloads

Yesterday 0
Last 7 days 15 -79%
Last 30 days 215 -27%
Last 90 days 682 -19%
Last 365 days 3.135 -20%

Maintainer

Maintainer

Noah Simon

Authors

Noah Simon
Jerome Friedman
Trevor Hastie
Rob Tibshirani

Material

Reference manual
Package source

In Views

Survival

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

SGL archive

Reverse Imports

PRSPGx