A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) <doi:10.1007/s11222-014-9498-5>.
Documentation: Downloads: Reverse dependencies: Reverse depends: PIE Reverse imports: changepoints, CompMix, ecpc, FIT, higlasso, ICBioMark, MLGL, PhylogeneticEM Reverse suggests: dfr, fdaSP, sgs, sharp, sparsegl, tidyfit Linking:Please use the canonical form https://CRAN.R-project.org/package=gglasso to link to this page.
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