The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

If you use any of the L2-norm penalties (penalty='grLasso', 'grMCP', or 'grSCAD'), cite the Statistics and Computing article. If you use the group exponential lasso (penalty='gel'), cite the Biometrics article. If you use the composite MCP (penalty='cMCP') or group bridge penalties, cite the Statistics and its Interface (2009) article; note that the penalty is referred to as the 'group MCP' in the original article, but it would be better to refer to it as 'composite MCP' in future works.

Breheny P, Huang J (2015). “Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors.” Statistics and Computing, 25, 173-187.

Breheny P (2015). “The group exponential lasso for bi-level variable selection.” Biometrics, 71, 731-740.

Breheny P, Huang J (2009). “Penalized methods for bi-level variable selection.” Statistics and its interface, 2, 369-380.

Corresponding BibTeX entries:

  @Article{,
    author = {Patrick Breheny and Jian Huang},
    title = {Group descent algorithms for nonconvex penalized linear
      and logistic regression models with grouped predictors},
    journal = {Statistics and Computing},
    year = {2015},
    volume = {25},
    pages = {173-187},
  }
  @Article{,
    author = {Patrick Breheny},
    title = {The group exponential lasso for bi-level variable
      selection},
    year = {2015},
    journal = {Biometrics},
    volume = {71},
    pages = {731-740},
  }
  @Article{,
    author = {Patrick Breheny and Jian Huang},
    title = {Penalized methods for bi-level variable selection.},
    journal = {Statistics and its interface},
    year = {2009},
    volume = {2},
    pages = {369-380},
  }

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.