Package: grpsel 1.3.2

Ryan Thompson

grpsel: Group Subset Selection

Provides tools for sparse regression modelling with grouped predictors using the group subset selection penalty. Uses coordinate descent and local search algorithms to rapidly deliver near optimal estimates. The group subset penalty can be combined with a group lasso or ridge penalty for added shrinkage. Linear and logistic regression are supported, as are overlapping groups.

Authors:Ryan Thompson [aut, cre]

grpsel_1.3.2.tar.gz
grpsel_1.3.2.tar.gz(r-4.5-noble)grpsel_1.3.2.tar.gz(r-4.4-noble)
grpsel_1.3.2.tgz(r-4.4-emscripten)grpsel_1.3.2.tgz(r-4.3-emscripten)
grpsel.pdf |grpsel.html
grpsel/json (API)
NEWS

# Install 'grpsel' in R:
install.packages('grpsel', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/ryan-thompson/grpsel/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

openblascpp

2.70 score 1 stars 6 scripts 252 downloads 2 exports 30 dependencies

Last updated 4 days agofrom:7f4494e3d8. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 28 2024
R-4.5-linux-x86_64OKNov 28 2024

Exports:cv.grpselgrpsel

Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcppRcppArmadillorlangscalestibbleutf8vctrsviridisLitewithr

Guide to grpsel

Rendered fromvignette.Rmdusingknitr::rmarkdownon Nov 28 2024.

Last update: 2022-06-18
Started: 2021-04-21