lsgl

internal

Linear multiple output using sparse group lasso. The algorithm
finds the sparse group lasso penalized maximum likelihood estimator. This
result in feature and parameter selection, and parameter estimation. Use of
parallel computing for cross validation and subsampling is supported through the
'foreach' and 'doParallel' packages. Development version is on GitHub, please
report package issues on GitHub.

lsgl: Deprecated fit function

Description

Usage

Arguments