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HGSL (version 1.0.0)

Heterogeneous Group Square-Root Lasso

Description

Estimation of high-dimensional multi-response regression with heterogeneous noises under Heterogeneous group square-root Lasso penalty. For details see: Ren, Z., Kang, Y., Fan, Y. and Lv, J. (2018).

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Version

Install

install.packages('HGSL')

Monthly Downloads

155

Version

1.0.0

License

GPL (>= 2)

Maintainer

Yongjian Kang

Last Published

August 31st, 2018

Functions in HGSL (1.0.0)

S_TISP_Path

S_TISP_Path Function