grpregOverlap fits the regularization paths of linear, logistic, Poisson,
or Cox models with overlapping grouped covariates based on the latent group lasso
approach (Jacob et al., 2009). Latent group MCP/SCAD as well as bi-level
selection methods, namely the group exponential lasso(Breheny, 2015) and the
composite MCP (Huang et al., 2012) are also available. This package serves as
an extension of R package grpreg (by Dr. Patrick Breheny [email protected])
for grouped variable selection involving overlaps between groups.
- this package now works for survival analysis (Cox model) by specifying "family = cox".
- this package on GitHub has been updated to Version 2.2-0. See details in NEWS.
- the stable version:
install.packages("grpregOverlap") - the latest version:
devtools::install_github("YaohuiZeng/grpregOverlap")
- open an issue or send an email to Yaohui Zeng at [email protected]