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MLGL: Multi-Layer Group-Lasso

It implements a new procedure of variable selection in the context of redundancy between explanatory variables, which holds true with high dimensional data (Grimonprez et al. (2023) <doi:10.18637/jss.v106.i03>).

Version: 1.0.0
Imports: gglasso, MASS, Matrix, fastcluster, FactoMineR, parallelDist
Published: 2023-03-15
DOI: 10.32614/CRAN.package.MLGL
Author: Quentin Grimonprez [aut, cre], Samuel Blanck [ctb], Alain Celisse [ths], Guillemette Marot [ths], Yi Yang [ctb], Hui Zou [ctb]
Maintainer: Quentin Grimonprez <quentingrim at yahoo.fr>
BugReports: https://github.com/modal-inria/MLGL/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: Inria
NeedsCompilation: no
Citation: MLGL citation info
Materials: NEWS
CRAN checks: MLGL results

Documentation:

Reference manual: MLGL.pdf

Downloads:

Package source: MLGL_1.0.0.tar.gz
Windows binaries: r-devel: MLGL_1.0.0.zip, r-release: MLGL_1.0.0.zip, r-oldrel: MLGL_1.0.0.zip
macOS binaries: r-release (arm64): MLGL_1.0.0.tgz, r-oldrel (arm64): MLGL_1.0.0.tgz, r-release (x86_64): MLGL_1.0.0.tgz, r-oldrel (x86_64): MLGL_1.0.0.tgz
Old sources: MLGL archive

Linking:

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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.