资 源 简 介
R package: gglasso
Author: Yi Yang and Hui Zou
Reference: Yang, Y. and Zou, H. (2012), A Fast Unified Algorithm for Computing Group-Lasso Penalized Learning Problems. Under review.
This package is Copyright (C) 2012 Yi Yang and Hui Zou. All rights reserved by the authors.
Overview
This package implements a unified algorithm,blockwise-majorization- decent (BMD), for efficiently computing the solution paths of the group- lasso penalized least squares,logistic regression, Huberized SVM and squared SVM.
Installation
Install from CRAN
The package is now available on the CRAN gglasso site: http://cran.r-project.org/web/packages/gglasso.
It can be installed using the commands
install.packages("gglasso")library(gglasso)
Install from this Google Code site
R under Windows
Go t
