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.
| Version: | 1.3.1 |
| Depends: | R (≥ 4.1.0) |
| Imports: | ggplot2, parallel, Rcpp |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat, knitr, rmarkdown |
| Published: | 2022-09-07 |
| DOI: | 10.32614/CRAN.package.grpsel |
| Author: | Ryan Thompson 
[aut, cre] |
| Maintainer: | Ryan Thompson <ryan.thompson1 at unsw.edu.au> |
| BugReports: | https://github.com/ryan-thompson/grpsel/issues |
| License: | GPL-3 |
| URL: | https://github.com/ryan-thompson/grpsel |
| NeedsCompilation: | yes |
| Citation: | grpsel citation info |
| Materials: | README NEWS |
| CRAN checks: | grpsel results |
Documentation:
| Reference manual: | grpsel.pdf |
| Vignettes: |
Guide to grpsel |
Downloads:
| Package source: | grpsel_1.3.1.tar.gz |
| Windows binaries: | r-devel: grpsel_1.3.1.zip, r-release: grpsel_1.3.1.zip, r-oldrel: grpsel_1.3.1.zip |
| macOS binaries: | r-release (arm64): grpsel_1.3.1.tgz, r-oldrel (arm64): grpsel_1.3.1.tgz, r-release (x86_64): grpsel_1.3.1.tgz, r-oldrel (x86_64): grpsel_1.3.1.tgz |
| Old sources: | grpsel archive |
Linking:
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