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.