lsgl: Linear Multiple Output Sparse Group Lasso

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.

Version: 1.3.6
Depends: R (≥ 3.2.4), Matrix, sglOptim (== 1.3.6)
Imports: methods, utils, stats
LinkingTo: sglOptim, Rcpp, RcppProgress, RcppArmadillo, BH
Suggests: knitr, rmarkdown
Published: 2017-04-02
Author: Martin Vincent
Maintainer: Martin Vincent < at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: NEWS
CRAN checks: lsgl results


Reference manual: lsgl.pdf
Vignettes: Quick Start
Quick Start
Package source: lsgl_1.3.6.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: lsgl_1.3.6.tgz
OS X Mavericks binaries: r-oldrel: lsgl_1.3.6.tgz
Old sources: lsgl archive


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