grpreg (1.2-0)

Regularization paths for regression models with grouped covariates.

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

Efficient algorithms for fitting the regularization path for linear or logistic regression models penalized by the group lasso, group bridge, or group MCP methods. The algorithm is based on the idea of a locally approximated coordinate descent.

Maintainer: Patrick Breheny
Author(s): Patrick Breheny

License: GPL-2

Uses: Does not use any package

Released almost 2 years ago.