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HGSL  

Heterogeneous Group Square-Root Lasso
View on CRAN: Click here


Download and install HGSL package within the R console
Install from CRAN:
install.packages("HGSL")

Install from Github:
library("remotes")
install_github("cran/HGSL")

Install by package version:
library("remotes")
install_version("HGSL", "1.0.0")



Attach the package and use:
library("HGSL")
Maintained by
Yongjian Kang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-08-31
Latest Update: 2018-08-31
Description:
Estimation of high-dimensional multi-response regression with heterogeneous noises under Heterogeneous group square-root Lasso penalty. For details see: Ren, Z., Kang, Y., Fan, Y. and Lv, J. (2018).
How to cite:
Yongjian Kang (2018). HGSL: Heterogeneous Group Square-Root Lasso. R package version 1.0.0, https://cran.r-project.org/web/packages/HGSL. Accessed 07 Aug. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited HGSL R package
View HGSL citation profile
Other R packages that HGSL depends, imports, suggests or enhances
Complete documentation for HGSL
Functions, R codes and Examples using the HGSL R package
Some associated functions: S_TISP_Path . 
Some associated R codes: S_TISP_Path.R . stip.R .  Full HGSL package functions and examples
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