grpregOverlap (2.1-1)

Penalized Regression Models with Overlapping Grouped Covariates.

Fit the regularization path of linear, logistic or Cox models with overlapping grouped covariates based on the latent group lasso approach. Latent group MCP/SCAD as well as bi-level selection methods, namely the group exponential lasso and the composite MCP are also available. This package serves as an extension of R package 'grpreg' (by Dr. Patrick Breheny ) for grouped variable selection involving overlaps between groups.

Maintainer: Yaohui Zeng
Author(s): Yaohui Zeng, Patrick Breheny

License: GPL-2

Uses: grpreg, Matrix, testthat
Reverse suggests: grpreg

Released about 3 years ago.