Trio Model with a Combination of Lasso and Group Lasso Regularization

Fit a trio model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. This package is based on Noah Simon, et al. (2011) .


Reference manual

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install.packages("TrioSGL")

1.1.0 by Timo Stöcker, 9 years ago


Browse source code at https://github.com/cran/TrioSGL


Authors: Timo Stöcker , Noah Simon , Jerome Friedman , Trevor Hastie , and Rob Tibshirani


Documentation:   PDF Manual  


GPL license



See at CRAN