SGL: Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso Regularization (original) (raw)
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 |
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Published: | 2019-09-27 |
DOI: | 10.32614/CRAN.package.SGL |
Author: | Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani |
Maintainer: | Noah Simon |
License: | GPL-2 | GPL-3 [expanded from: GPL] |
NeedsCompilation: | yes |
In views: | Survival |
CRAN checks: | SGL results |
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