gglasso (1.1)

Group Lasso Penalized Learning Using A Unified BMD Algorithm.

http://code.google.com/p/gglasso/
http://cran.r-project.org/web/packages/gglasso

This package implements a unified algorithm, blockwise-majorization-decent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM.

Maintainer: Yi Yang
Author(s): Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>

License: GPL-2

Uses: Does not use any package
Reverse depends: scvxclustr

Released almost 7 years ago.