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SGL

swMATH ID: 23601
Software Authors: Noah Simon, Jerome Friedman, Trevor Hastie, Rob Tibshirani
Description: R package 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.
Homepage: https://cran.r-project.org/web/packages/SGL/index.html
Source Code:  https://github.com/cran/SGL
Dependencies: R
Related Software: R; biglasso; HieRFIT; DropLasso; seagull; msgl; AS 136; rticles; ggplot2; knitr; testthat; usethis; devtools; glmnet; RSpectra; dotCall64; CVXPY; Asgl; gglasso; sparsegl
Cited in: 3 Publications

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