SGL: Fit a GLM (or Cox Model) with a Combination of Lasso and Group
Lasso Regularization
Fit a regularized generalized linear model via penalized
maximum likelihood. The model is fit for a path of values of
the penalty parameter. Fits linear, logistic and Cox models.
| Version: |
1.3 |
| Published: |
2019-09-27 |
| DOI: |
10.32614/CRAN.package.SGL |
| Author: |
Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani |
| Maintainer: |
Noah Simon <nrsimon at uw.edu> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: |
yes |
| In views: |
Survival |
| CRAN checks: |
SGL results |
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