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CRAN: Package SGL

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

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.

Version: 1.3 Published: 2019-09-27 DOI: 10.32614/CRAN.package.SGL Author: Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani Maintainer: Noah Simon <nrsimon at uw.edu> License: GPL-2 | GPL-3 [expanded from: GPL] NeedsCompilation: yes In views: Survival CRAN checks: SGL results Documentation: Downloads: Reverse dependencies: Linking:

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