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gglasso

Group Lasso Penalized Learning Using a Unified BMD Algorithm

A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) <doi:10.1007/s11222-014-9498-5>.

Versions across snapshots

VersionRepositoryFileSize
1.6 rolling linux/jammy R-4.5 gglasso_1.6.tar.gz 237.4 KiB
1.6 rolling linux/noble R-4.5 gglasso_1.6.tar.gz 239.3 KiB
1.6 rolling source/ R- gglasso_1.6.tar.gz 140.4 KiB
1.6 latest linux/jammy R-4.5 gglasso_1.6.tar.gz 237.4 KiB
1.6 latest linux/noble R-4.5 gglasso_1.6.tar.gz 239.3 KiB
1.6 latest source/ R- gglasso_1.6.tar.gz 140.4 KiB
1.6 2026-04-26 source/ R- gglasso_1.6.tar.gz 140.4 KiB
1.6 2026-04-23 source/ R- gglasso_1.6.tar.gz 140.4 KiB
1.6 2026-04-09 windows/windows R-4.5 gglasso_1.6.zip 478.5 KiB
1.5.1 2025-04-20 source/ R- gglasso_1.5.1.tar.gz 208.3 KiB

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