CRAN

MSGLasso 2.1

Multivariate Sparse Group Lasso for the Multivariate Multiple Linear Regression with an Arbitrary Group Structure

Released Nov 8, 2016 by Yanming Li

For fitting multivariate response and multiple predictor linear regressions with an arbitrary group structure assigned on the regression coefficient matrix, using the multivariate sparse group lasso and the mixed coordinate descent algorithm.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>MSGLasso</artifactId>
    <version>2.1-b23</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:MSGLasso')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 1, 2018.

• Beta.m-examples
• Cal_grpWTs-examples
• FindingGRGrps-examples
• FindingPQGrps-examples
• MSGLasso-examples

Source

View GitHub Mirror

Release History

• 2.1