Package: lsgl
Type: Package
Title: Linear Sparse Group Lasso
Version: 1.2.0
Date: 2015-09-16
Author: Martin Vincent
Maintainer: Martin Vincent <vincent@math.ku.dk>
Description: 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 multiple processors for cross validation and subsampling is supported through OpenMP. Development version is on github.
URL: https://github.com/vincent-dk/lsgl
License: GPL (>= 2)
LazyLoad: yes
Imports: methods, utils, stats
Depends: R (>= 3.0.0), sglOptim (== 1.2.0), Matrix
LinkingTo: sglOptim, Rcpp, RcppProgress, RcppArmadillo, BH
NeedsCompilation: yes
Packaged: 2015-09-19 20:44:44 UTC; martin
Repository: CRAN
Date/Publication: 2015-09-19 22:47:05
