Package: grpsel 1.3.1

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_1.3.1.tar.gz
grpsel_1.3.1.tar.gz(r-4.5-noble)grpsel_1.3.1.tar.gz(r-4.4-noble)
grpsel_1.3.1.tgz(r-4.4-emscripten)grpsel_1.3.1.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'))

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

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

2.70 score 1 stars 5 scripts 237 downloads 2 exports 30 dependencies

Last updated 2 years agofrom:534a84955f. Checks:OK: 2. Indexed: no.

Target	Result	Date
Doc / Vignettes	OK	Sep 29 2024
R-4.5-linux-x86_64	OK	Sep 29 2024

Exports:cv.grpsel grpsel

Dependencies:cli colorspace fansi farver ggplot2 glue gtable isoband labeling lattice lifecycle magrittr MASS Matrix mgcv munsell nlme pillar pkgconfig R6 RColorBrewer Rcpp RcppArmadillo rlang scales tibble utf8 vctrs viridisLite withr

Guide to grpsel

Ryan Thompson

Rendered fromvignette.Rmdusingknitr::rmarkdownon Sep 29 2024.

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

Citation

Readme and manuals

Help Manual

Help page	Topics
Coefficient function for cv.grpsel object	coef.cv.grpsel
Coefficient function for grpsel object	coef.grpsel
Cross-validated group subset selection	cv.grpsel
Group subset selection	grpsel
Plot function for cv.grpsel object	plot.cv.grpsel
Plot function for grpsel object	plot.grpsel
Predict function for cv.grpsel object	predict.cv.grpsel
Predict function for grpsel object	predict.grpsel