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: 1.0.0
Imports: ggplot2, Rcpp
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown
Published: 2021-04-21
Author: Ryan Thompson ORCID iD [aut, cre]
Maintainer: Ryan Thompson <ryan.thompson at monash.edu>
BugReports: https://github.com/ryan-thompson/grpsel
License: GPL-3
URL: https://github.com/ryan-thompson/grpsel
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: grpsel results

Downloads:

Reference manual: grpsel.pdf
Vignettes: Guide to grpsel
Package source: grpsel_1.0.0.tar.gz
Windows binaries: r-devel: grpsel_1.0.0.zip, r-devel-UCRT: grpsel_1.0.0.zip, r-release: grpsel_1.0.0.zip, r-oldrel: grpsel_1.0.0.zip
macOS binaries: r-release (arm64): grpsel_1.0.0.tgz, r-release (x86_64): grpsel_1.0.0.tgz, r-oldrel: grpsel_1.0.0.tgz

Linking:

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