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MSGLasso  

Multivariate Sparse Group Lasso for the Multivariate Multiple Linear Regression with an Arbitrary Group Structure
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("MSGLasso", "2.1")



Attach the package and use:
library("MSGLasso")
Maintained by
Yanming Li
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-05-27
Latest Update:
Description:
For fitting multivariate response and multiple predictor linear regressions with an arbitrary group structure assigned on the regression coefficient matrix, using the multivariate sparse group lasso and the mixed coordinate descent algorithm.
How to cite:
Yanming Li (2015). MSGLasso: Multivariate Sparse Group Lasso for the Multivariate Multiple Linear Regression with an Arbitrary Group Structure. R package version 2.1, https://cran.r-project.org/web/packages/MSGLasso. Accessed 04 Nov. 2026.
Previous versions and publish date:
1.1 (2015-05-27 01:42), 2.1 (2016-11-08 11:50), (2026-07-09 08:09)
Other packages that cited MSGLasso R package
View MSGLasso citation profile
Other R packages that MSGLasso depends, imports, suggests or enhances
Functions, R codes and Examples using the MSGLasso R package
Some associated functions: Beta.m . Cal_grpWTs . FindingGRGrps . FindingPQGrps . MSGLasso.cv . MSGLasso . 
Some associated R codes: Cal_grpWTs.R . FindingGRGrps.R . FindingPQGrps.R . MSGLasso.R . MSGLasso.cv.R .  Full MSGLasso package functions and examples
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