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.
Keywords for this software
References in zbMATH (referenced in 2 articles )
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- Yu, Menggang; Kuang, Chensheng; Huling, Jared D.; Smith, Maureen: Diagnosis-group-specific transitional care program recommendations for 30-day rehospitalization reduction (2021)
- Liquet, B.; Mengersen, K.; Pettitt, A. N.; Sutton, M.: Bayesian variable selection regression of multivariate responses for group data (2017)