MSGLasso (2.1)

Multivariate Sparse Group Lasso for the Multivariate Multiple Linear Regression with an Arbitrary Group Structure.

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

For fitting multivariate response and multiple predictor linear regressions with an arbitrary group structure assigned on the regression coefficient matrix, using the multivariate sparse group lasso and the mixed coordinate descent algorithm.

Maintainer: Yanming Li
Author(s): Yanming Li <liyanmin@umich.edu>, Bin Nan <bnan@umich.edu>, Ji Zhu <jizhu@umich.edu>

License: GPL (>= 2)

Uses: Does not use any package

Released about 3 years ago.