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https://github.com/modal-inria/hdpenreg

Algorithms for lasso and fused-lasso problems: implementation of the lars algorithm for lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso penalization.
https://github.com/modal-inria/hdpenreg

fused-lasso lasso-regression r

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Algorithms for lasso and fused-lasso problems: implementation of the lars algorithm for lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso penalization.

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README

        

# HDPenReg

[![R-CMD-check](https://github.com/modal-inria/HDPenReg/workflows/R-CMD-check/badge.svg)](https://github.com/modal-inria/HDPenReg/actions)

[![CRAN_Status_Badge](http://www.r-pkg.org/badges/version/HDPenReg)](https://cran.r-project.org/package=HDPenReg) [![Total Downloads](http://cranlogs.r-pkg.org/badges/grand-total/HDPenReg?color=blue)](http://cranlogs.r-pkg.org/badges/grand-total/HDPenReg) [![Downloads](https://cranlogs.r-pkg.org/badges/HDPenReg)](https://cran.rstudio.com/web/packages/HDPenReg/index.html)

The code was originally on an [R-forge repository](https://r-forge.r-project.org/projects/mpalars/).

Algorithms for lasso and fused-lasso problems: implementation of the lars algorithm for lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso penalization.

## Installation

From github:

``` r
library(devtools)
install_github("modal-inria/HDPenReg")
```

From CRAN:

``` r
install.packages("HDPenReg", repos = "https://cran.rstudio.com")
```

## Credits

**HDPenReg** is developed by Quentin Grimonprez and Serge Iovleff.

Copyright Inria - Université de Lille

## Licence

This program is free software: you can redistribute it and/or modify
it under the terms of the GNU Affero General Public License as
published by the Free Software Foundation, either version 3 of the
License, or (at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
[GNU Affero General Public License](https://www.gnu.org/licenses/agpl-3.0.en.html) for more details.