Fits group-regularized generalized linear models (GLMs) using the spike-and-slab group lasso (SSGL) prior of Bai et al. (2022) <doi:10.1080/01621459.2020.1765784> and extended to GLMs by Bai (2023) <doi:10.48550/arXiv.2007.07021>. This package supports fitting the SSGL model for the following GLMs with group sparsity: Gaussian linear regression, binary logistic regression, and Poisson regression.
Version: 2.0 Depends: R (≥ 3.6.0) Imports: grpreg, stats, caret, parallel, doParallel, doRNG, foreach, MASS, Matrix, GIGrvg, BayesLogit Published: 2025-03-24 DOI: 10.32614/CRAN.package.SSGL Author: Ray Bai [aut, cre] Maintainer: Ray Bai <raybaistat at gmail.com> License: GPL-3 NeedsCompilation: yes CRAN checks: SSGL results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=SSGL to link to this page.
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