| Name : R-SSGL
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:17:29
|
| Group : Development/Libraries/Other
| Source RPM : R-SSGL-1.0-lp153.1.5.src.rpm
|
| Size : 0.11 MB
| |
| Packager : (none)
| |
| Summary : Spike-and-Slab Group Lasso for Group-Regularized Generalized Linear Models
|
Description :
Fits group-regularized generalized linear models (GLMs) using the
spike-and-slab group lasso (SSGL) prior introduced by Bai et al. (2022)
< doi:10.1080/01621459.2020.1765784> and extended to GLMs by Bai (2023)
< arXiv:2007.07021>. This package supports fitting the SSGL model for
the following GLMs with group sparsity: Gaussian linear regression,
binary logistic regression, Poisson regression, negative binomial
regression, and gamma regression. Stand-alone functions for
group-regularized negative binomial regression and group-regularized
gamma regression are also available, with the option of employing the
group lasso penalty of Yuan and Lin (2006)
< doi:10.1111/j.1467-9868.2005.00532.x>, the group minimax concave
penalty (MCP) of Breheny and Huang < doi:10.1007/s11222-013-9424-2>, or
the group smoothly clipped absolute deviation (SCAD) penalty of Breheny
and Huang (2015) < doi:10.1007/s11222-013-9424-2>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
