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MLGL (version 1.0.1)

Multi-Layer Group-Lasso

Description

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. (2023) ).

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Version

Install

install.packages('MLGL')

Monthly Downloads

340

Version

1.0.1

License

GPL (>= 2)

Maintainer

Quentin Grimonprez

Last Published

July 23rd, 2025

Functions in MLGL (1.0.1)

listToMatrix

Obtain a sparse matrix of the coefficients of the path
print.HMT

Print Values
summary.HMT

Object Summaries
uniqueGroupHclust

Find all unique groups in hclust results
stability.MLGL

Stability Selection for Multi-Layer Group-lasso
summary.MLGL

Object Summaries
print.fullProcess

Print Values
plot.HMT

Plot the path obtained from HMT function
selFDR

Selection from hierarchical testing with FDR control
print.MLGL

Print Values
selFWER

Selection from hierarchical testing with FWER control
simuBlockGaussian

Simulate multivariate Gaussian samples with block diagonal variance matrix
predict.MLGL

Predict fitted values from a MLGL object
predict.cv.MLGL

Predict fitted values from a cv.MLGL object
summary.fullProcess

Object Summaries
cv.MLGL

Multi-Layer Group-Lasso with cross V-fold validation
MLGL

Multi-Layer Group-Lasso
MLGL-package

MLGL
fullProcess

Full process of MLGL
Ftest

F-test
computeGroupSizeWeight

Compute the group size weight vector with an authorized maximal size
coef.cv.MLGL

Get coefficients from a cv.MLGL object
bootstrapHclust

Hierarchical Clustering with distance matrix computed using bootstrap replicates
HMT

Hierarchical Multiple Testing procedure
coef.MLGL

Get coefficients from a MLGL object
overlapgglasso

Group-lasso with overlapping groups
plot.cv.MLGL

Plot the cross-validation obtained from cv.MLGL function
plot.MLGL

Plot the path obtained from MLGL function
plot.fullProcess

Plot the path obtained from fullProcess function
plot.stability.MLGL

Plot the stability path obtained from stability.MLGL function
partialFtest

Partial F-test
hierarchicalFDR

Hierarchical testing with FDR control
hierarchicalFWER

Hierarchical testing with FWER control