Fit a trio model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. This package is based on Noah Simon, et al. (2011) <doi:10.1080/10618600.2012.681250>.
| Package: | TrioSGL |
| Type: | Package |
| Version: | 1.1.0 |
| Date: | 2017-12-18 |
| License: | GPL |
| LazyLoad: | yes |
Only 1 function:
TrioSGL
Simon, N., Friedman, J., Hastie, T., Tibshirani, R. (2011). A Sparse-Group Lasso. Journal of Computational and Graphical Statistics, 22, 231-245.