SGL (1.1)

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Fit a GLM (or cox model) with a combination of lasso and group lasso regularization.

http://cran.r-project.org/web/packages/SGL

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.

Maintainer: Noah Simon
Author(s): Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani

License: GPL

Uses: Does not use any package

Released about 4 years ago.


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