Estimation of high-dimensional multi-response regression with heterogeneous noises under Heterogeneous group square-root Lasso penalty. For details see: Ren, Z., Kang, Y., Fan, Y. and Lv, J. (2018).
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1.0.0 by Yongjian Kang, 8 years ago
Browse source code at https://github.com/cran/HGSL
Authors: Zhao Ren [aut] , Yongjian Kang [aut, cre] , Yingying Fan [aut] , Jinchi Lv [aut]
Documentation: PDF Manual
GPL (>= 2) license
See at CRAN