Regularization Paths for Regression Models with Grouped Covariates

grpreg is an R package for fitting the regularization path of linear regression, GLM, and Cox regression models with grouped penalties. This includes group selection methods such as group lasso, group MCP, and group SCAD as well as bi-level selection methods such as the group exponential lasso, the composite MCP, and the group bridge. Utilities for carrying out cross-validation as well as post-fitting visualization, summarization, and prediction are also provided.

Install

  • To install the latest release version from CRAN: install.packages("grpreg")
  • To install the latest development version from GitHub: remotes::install_github("pbreheny/grpreg")

Get started

See the "getting started" vignette

Learn more

Follow the links under "Learn more" at the grpreg website

Details of the algorithms used

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Install

install.packages('grpreg')

Monthly Downloads

5,304

Version

3.4.0

License

GPL-3

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Last Published

July 26th, 2021

Functions in grpreg (3.4.0)