MSGLasso: Multivariate Sparse Group Lasso for the Multivariate Multiple Linear Regression with an Arbitrary Group Structure

For fitting multivariate response and multiple predictor linear regressions with an arbitrary group structure assigned on the regression coefficient matrix, using the multivariate sparse group lasso and the mixed coordinate descent algorithm.

Version: 2.1
Published: 2016-11-08
Author: Yanming Li, Bin Nan, Ji Zhu
Maintainer: Yanming Li <liyanmin at umich.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: MSGLasso results

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Reference manual: MSGLasso.pdf
Package source: MSGLasso_2.1.tar.gz
Windows binaries: r-devel: MSGLasso_2.1.zip, r-release: MSGLasso_2.1.zip, r-oldrel: MSGLasso_2.1.zip
OS X El Capitan binaries: r-release: MSGLasso_2.1.tgz
OS X Mavericks binaries: r-oldrel: MSGLasso_2.1.tgz
Old sources: MSGLasso archive

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