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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 ORCID iD [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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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.