gglasso (1.4)

Group Lasso Penalized Learning Using a Unified BMD Algorithm.

https://github.com/emeryyi/gglasso
http://cran.r-project.org/web/packages/gglasso

A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) DOI: .

Maintainer: Yi Yang
Author(s): Yi Yang <yi.yang6@mcgill.ca>, Hui Zou <hzou@stat.umn.edu>

License: GPL-2

Uses: Does not use any package
Reverse depends: scvxclustr

Released about 2 years ago.