Learn R Programming

MLGL (version 1.0.0)

Multi-Layer Group-Lasso

Description

It implements a new procedure of variable selection in the context of redundancy between explanatory variables, which holds true with high dimensional data (Grimonprez et al. (2023) ).

Copy Link

Version

Install

install.packages('MLGL')

Monthly Downloads

222

Version

1.0.0

License

GPL (>= 2)

Maintainer

Quentin Grimonprez

Last Published

March 15th, 2023

Functions in MLGL (1.0.0)

hierarchicalFDR

Hierarchical testing with FDR control
plot.fullProcess

Plot the path obtained from fullProcess function
listToMatrix

Obtain a sparse matrix of the coefficients of the path
partialFtest

Partial F-test
plot.MLGL

Plot the path obtained from MLGL function
hierarchicalFWER

Hierarchical testing with FWER control
overlapgglasso

Group-lasso with overlapping groups
plot.HMT

Plot the path obtained from HMT function
plot.cv.MLGL

Plot the cross-validation obtained from cv.MLGL function
print.fullProcess

Print Values
plot.stability.MLGL

Plot the stability path obtained from stability.MLGL function
simuBlockGaussian

Simulate multivariate Gaussian samples with block diagonal variance matrix
summary.fullProcess

Object Summaries
summary.MLGL

Object Summaries
selFDR

Selection from hierarchical testing with FDR control
selFWER

Selection from hierarchical testing with FWER control
summary.HMT

Object Summaries
stability.MLGL

Stability Selection for Multi-Layer Group-lasso
predict.cv.MLGL

Predict fitted values from a cv.MLGL object
predict.MLGL

Predict fitted values from a MLGL object
uniqueGroupHclust

Find all unique groups in hclust results
print.HMT

Print Values
print.MLGL

Print Values
computeGroupSizeWeight

Compute the group size weight vector with an authorized maximal size
coef.cv.MLGL

Get coefficients from a cv.MLGL object
bootstrapHclust

Hierarchical Clustering with distance matrix computed using bootstrap replicates
coef.MLGL

Get coefficients from a MLGL object
cv.MLGL

Multi-Layer Group-Lasso with cross V-fold validation
Ftest

F-test
fullProcess

Full process of MLGL
HMT

Hierarchical Multiple Testing procedure
MLGL-package

MLGL
MLGL

Multi-Layer Group-Lasso