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SGL  

Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso Regularization
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("SGL", "1.3")



Attach the package and use:
library("SGL")
Maintained by
Noah Simon
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-04-03
Latest Update: 2019-09-27
Description:
Fit a regularized generalized linear model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. Fits linear, logistic and Cox models.
How to cite:
Noah Simon (2012). SGL: Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso Regularization. R package version 1.3, https://cran.r-project.org/web/packages/SGL. Accessed 04 Jun. 2026.
Previous versions and publish date:
1.0 (2012-04-03 22:51), 1.1 (2013-04-02 20:51), 1.2 (2018-12-21 10:20)
Other packages that cited SGL R package
View SGL citation profile
Other R packages that SGL depends, imports, suggests or enhances
Complete documentation for SGL
Functions, R codes and Examples using the SGL R package
Some associated functions: SGL-package . SGL . cvSGL . plot.cv.SGL . predictSGL . print.SGL . 
Some associated R codes: SGLmain.R . error.bars.R . log.likelihood.calc.R . plot.cv.SGL.R . predictSGL.R . print.SGL.R . zCoxCrossVal.R . zLinCrossVal.R . zlogitCrossVal.R .  Full SGL package functions and examples
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