fuser: Fused Lasso for High-Dimensional Regression over Groups (original) (raw)
Enables high-dimensional penalized regression across heterogeneous subgroups. Fusion penalties are used to share information about the linear parameters across subgroups. The underlying model is described in detail in Dondelinger and Mukherjee (2017) <doi:10.48550/arXiv.1611.00953>.
| Version: | 1.0.1 |
|---|---|
| Depends: | R (≥ 3.2.0) |
| Imports: | Matrix, irlba, Rcpp, glmnet, RSpectra |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | testthat, ggplot2, knitr, rmarkdown |
| Published: | 2018-06-17 |
| DOI: | 10.32614/CRAN.package.fuser |
| Author: | Frank Dondelinger [aut, cre], Olivier Wilkinson [aut] |
| Maintainer: | Frank Dondelinger <fdondelinger.work at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | fuser results |
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