sparsegl: An R Package for Estimating Sparse Group Lasso
The sparse group lasso is a high-dimensional regression technique that is useful for problems whose predictors have a naturally grouped structure and where sparsity is encouraged at both the group and individual predictor level. In this paper we discuss a new R package for computing such regularize...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2024-08-01
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| Series: | Journal of Statistical Software |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/4897 |
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