fusedest (version 1.3.1)

Block Splitting Algorithm for Estimation with Fused Penalty Functions

Description

Provides methods fusedest_normal() and fusedest_logit() for carrying out block splitting algorithms for fused penalty estimation. For details, please see Tso-Jung Yen (2019) .

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Version

Install

install.packages('fusedest')

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Version

1.3.1

License

GPL-2

Maintainer

Tso-Jung Yen

Last Published

October 12th, 2019

Functions in fusedest (1.3.1)

fusedest-package

Block splitting algorithms for estimation with fused penalty functions

fusedest_logit

The block splitting algorithm for logistic regression estimation with the fused group lasso penalty function

fusedest_normal

The block splitting algorithm for linear regression estimation with the fused group lasso penalty function