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 1765 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks SGL results

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Maintainer

Maintainer

Noah Simon

Authors

Noah Simon
Jerome Friedman
Trevor Hastie
Rob Tibshirani

Material

Reference manual
Package source

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Windows

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Old Sources

SGL archive

Reverse Imports

PRSPGx