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>.
Version: 0.1.2 Imports: Rcpp LinkingTo: Rcpp Published: 2024-05-16 DOI: 10.32614/CRAN.package.SGPR Author: Gregor Buch [aut, cre, cph], Andreas Schulz [ths], Irene Schmidtmann [ths], Konstantin Strauch [ths], Philipp Wild [ths] Maintainer: Gregor Buch <buchgregor at gmail.com> License: GPL (≥ 3) NeedsCompilation: yes Materials: NEWS CRAN checks: SGPR results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=SGPR to link to this page.
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