SGL: Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso Regularization

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.

Version:	1.3
Published:	2019-09-27
DOI:	10.32614/CRAN.package.SGL
Author:	Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani
Maintainer:	Noah Simon <nrsimon at uw.edu>
License:	GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation:	yes
In views:	Survival
CRAN checks:	SGL results

Documentation:

Reference manual:

SGL.html , SGL.pdf

Downloads:

Package source:	SGL_1.3.tar.gz
Windows binaries:	r-devel: SGL_1.3.zip, r-release: SGL_1.3.zip, r-oldrel: SGL_1.3.zip
macOS binaries:	r-release (arm64): SGL_1.3.tgz, r-oldrel (arm64): SGL_1.3.tgz, r-release (x86_64): SGL_1.3.tgz, r-oldrel (x86_64): SGL_1.3.tgz
Old sources:	SGL archive

Reverse dependencies:

Reverse suggests:

dfr, SelectBoost.gamlss, sgs

Linking:

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