grpreg (1.2-1)
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.