SGL (version 1.3)

Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso Regularization

Description

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.

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Version

Install

install.packages('SGL')

Monthly Downloads

295

Version

1.3

License

GPL

Maintainer

Noah Simon

Last Published

September 27th, 2019

Functions in SGL (1.3)

print.SGL

prints a summary of the SGL solution path

plot.cv.SGL

plots the cross-validated error curve produced by cv.SGL

SGL

Fit a GLM with a Combination of Lasso and Group Lasso Regularization

cvSGL

Fit and Cross-Validate a GLM with a Combination of Lasso and Group Lasso Regularization

SGL-package

Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso Regularization

predictSGL

Outputs Predicted Responses from an SGL Model for New Observations