grpregOverlap (2.1-1)

Penalized Regression Models with Overlapping Grouped Covariates.

https://github.com/YaohuiZeng/grpregOverlap
http://cran.r-project.org/web/packages/grpregOverlap

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.