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grpreg  

Regularization Paths for Regression Models with Grouped Covariates
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("grpreg", "3.5.0")



Attach the package and use:
library("grpreg")
Maintained by
Patrick Breheny
[Scholar Profile | Author Map]
First Published: 2008-11-24
Latest Update: 2021-07-26
Description:
Efficient algorithms for fitting the regularization path of linear regression, GLM, and Cox regression models with grouped penalties. This includes group selection methods such as group lasso, group MCP, and group SCAD as well as bi-level selection methods such as the group exponential lasso, the composite MCP, and the group bridge. For more information, see Breheny and Huang (2009) , Huang, Breheny, and Ma (2012) , Breheny and Huang (2015) , and Breheny (2015) , or visit the package homepage .
How to cite:
Patrick Breheny (2008). grpreg: Regularization Paths for Regression Models with Grouped Covariates. R package version 3.5.0, https://cran.r-project.org/web/packages/grpreg. Accessed 04 Apr. 2025.
Previous versions and publish date:
1.0 (2008-11-24 10:27), 1.1 (2009-11-13 11:43), 1.2-0 (2011-06-22 22:31), 1.2-1 (2011-07-06 20:56), 1.2-2 (2012-07-12 21:47), 2.0-0 (2012-07-21 14:22), 2.0-1 (2012-07-22 15:22), 2.1-0 (2012-07-28 15:52), 2.2-0 (2012-10-09 07:58), 2.2-1 (2012-11-16 00:04), 2.3-0 (2013-02-10 15:27), 2.4-0 (2013-06-07 08:17), 2.5-0 (2013-12-24 07:44), 2.6-0 (2014-03-21 20:40), 2.7-0 (2014-08-13 07:35), 2.7-1 (2014-08-13 22:16), 2.8-0 (2014-11-15 16:54), 2.8-1 (2015-05-30 07:54), 3.0-0 (2016-06-02 14:38), 3.0-1 (2016-06-06 23:32), 3.0-2 (2016-07-11 22:56), 3.1-0 (2017-05-18 16:22), 3.1-1 (2017-06-08 06:28), 3.1-2 (2017-07-06 12:19), 3.1-3 (2018-04-08 13:13), 3.1-4 (2018-06-15 22:56), 3.2-0 (2018-09-27 16:40), 3.2-1 (2019-02-26 22:40), 3.2.2 (2020-02-19 07:00), 3.3.0 (2020-06-10 20:20), 3.3.1 (2021-03-30 18:10), 3.4.0 (2021-07-26 20:10)
Other packages that cited grpreg R package
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Other R packages that grpreg depends, imports, suggests or enhances
Complete documentation for grpreg
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