CRAN/E | SGPR

SGPR

Sparse Group Penalized Regression for Bi-Level Variable Selection

Installation

About

Fits the regularization path of regression models (linear and logistic) with additively combined penalty terms. All possible combinations with Least Absolute Shrinkage and Selection Operator (LASSO), Smoothly Clipped Absolute Deviation (SCAD), Minimax Concave Penalty (MCP) and Exponential Penalty (EP) are supported. This includes Sparse Group LASSO (SGL), Sparse Group SCAD (SGS), Sparse Group MCP (SGM) and Sparse Group EP (SGE). For more information, see Buch, G., Schulz, A., Schmidtmann, I., Strauch, K., & Wild, P. S. (2024) doi:10.1002/bimj.202200334.

Key Metrics

Version 0.1.2
Published 2024-05-16 28 days ago
Needs compilation? yes
License GPL (≥ 3)
CRAN checks SGPR results

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Maintainer

Maintainer

Gregor Buch

Authors

Gregor Buch

aut / cre / cph

Andreas Schulz

ths

Irene Schmidtmann

ths

Konstantin Strauch

ths

Philipp Wild

ths

Material

NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Imports

Rcpp

LinkingTo

Rcpp