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groupRemMap (version 0.1-0)

Regularized Multivariate Regression for Identifying Master Predictors Using the GroupRemMap Penalty

Description

An implementation of the GroupRemMap penalty for fitting regularized multivariate response regression models under the high-dimension-low-sample-size setting. When the predictors naturally fall into groups, the GroupRemMap penalty encourages procedure to select groups of predictors, while control for the overall sparsity of the final model.

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Version

Install

install.packages('groupRemMap')

Monthly Downloads

21

Version

0.1-0

License

GPL (>= 2)

Maintainer

Last Published

April 8th, 2015

Functions in groupRemMap (0.1-0)

group.remmap

A function to fit the regularized multivariate regression model using the GroupRemMap penalty.
group.remmap.cv

Fit GroupRemMap models for a series of tuning parameters and return the corresponding v-fold cross-validation scores.