HGSL: Heterogeneous Group Square-Root Lasso

Estimation of high-dimensional multi-response regression with heterogeneous noises under Heterogeneous group square-root Lasso penalty. For details see: Ren, Z., Kang, Y., Fan, Y. and Lv, J. (2018)<arXiv:1606.03803>.

Version: 1.0.0
Depends: R (≥ 3.5.0)
Published: 2018-08-31
Author: Zhao Ren [aut], Yongjian Kang [aut, cre], Yingying Fan [aut], Jinchi Lv [aut]
Maintainer: Yongjian Kang <yongjiak at usc.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: HGSL results


Reference manual: HGSL.pdf


Package source: HGSL_1.0.0.tar.gz
Windows binaries: r-devel: HGSL_1.0.0.zip, r-release: HGSL_1.0.0.zip, r-oldrel: HGSL_1.0.0.zip
macOS binaries: r-release (arm64): HGSL_1.0.0.tgz, r-oldrel (arm64): HGSL_1.0.0.tgz, r-release (x86_64): HGSL_1.0.0.tgz, r-oldrel (x86_64): HGSL_1.0.0.tgz


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