CRAN
MLGL 0.5
Multi-Layer Group-Lasso
Released Oct 14, 2018 by Quentin Grimonprez
This package cannot yet be used with Renjin it depends on other packages which are not available: FactoMineR 1.41
Dependencies
FactoMineR 1.41 fastcluster 1.1.25 Matrix 1.2-14 MASS 7.3-51 gglasso 1.4
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. (2018)