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.

Documentation

Manual: grpregOverlap.pdf
Vignette: None available.

Maintainer: Yaohui Zeng <yaohui-zeng at uiowa.edu>

Author(s): Yaohui Zeng, Patrick Breheny

Install package and any missing dependencies by running this line in your R console:

install.packages("grpregOverlap")

Depends R (>= 3.1.0), Matrix, grpreg(>=3.0-2)
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Package grpregOverlap
Materials
URL https://github.com/YaohuiZeng/grpregOverlap
Task Views
Version 2.2-0
Published 2016-12-31
License GPL-3
BugReports https://github.com/YaohuiZeng/grpregOverlap/issues
SystemRequirements
NeedsCompilation no
Citation
CRAN checks grpregOverlap check results
Package source grpregOverlap_2.2-0.tar.gz