Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso Regularization
Fit and Cross-Validate a GLM with a Combination of Lasso and Group Las...
plots the cross-validated error curve produced by cv.SGL
Outputs Predicted Responses from an SGL Model for New Observations
prints a summary of the SGL solution path
Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso R...
Fit a GLM 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.