SGL: Fit a GLM (or cox model) with a combination of lasso and group lasso regularization

Fit a regularized generalized linear model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. Fits linear, logistic and Cox models.

Version: 1.1
Published: 2013-04-02
Author: Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani
Maintainer: Noah Simon <nsimon at stanford.edu>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: yes
In views: Survival
CRAN checks: SGL results

Downloads:

Reference manual: SGL.pdf
Package source: SGL_1.1.tar.gz
OS X binary: SGL_1.1.tgz
Windows binary: SGL_1.1.zip
Old sources: SGL archive