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

Procedure of variable selection in the context of redundancy between explanatory variables, which holds true with high dimensional data
https://github.com/modal-inria/mlgl

group-lasso r variable-selection

Last synced: 2 months ago
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Procedure of variable selection in the context of redundancy between explanatory variables, which holds true with high dimensional data

• Host: GitHub
• URL: https://github.com/modal-inria/mlgl
• Owner: modal-inria
• Created: 2020-02-19T14:40:45.000Z (almost 5 years ago)
• Default Branch: master
• Last Pushed: 2023-03-15T18:38:00.000Z (almost 2 years ago)
• Last Synced: 2024-04-26T22:42:22.253Z (8 months ago)
• Topics: group-lasso, r, variable-selection
• Language: R
• Homepage:
• Size: 172 KB
• Stars: 3
• Watchers: 2
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# MLGL

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

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

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

This package implements a new procedure of variable selection in the context of redundancy between explanatory variables, which holds true with high dimensional data.

## Installation

From github:

``` r

library(devtools)

install_github("modal-inria/MLGL")

```

From CRAN:

``` r

install.packages("MLGL", repos = "https://cran.rstudio.com")

```

### Dependencies

``` r

install.packages(c("gglasso", "MASS", "Matrix", "fastcluster", "FactoMineR", "parallelDist"), repos = "https://cran.rstudio.com")

```   

## Credits

**MLGL** is developed by Quentin Grimonprez, Guillemette Marot, Alain Celisse and Samuel Blanck.

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.

## References

*  Q. Grimonprez, S. Blanck, A. Celisse, G. Marot, MLGL: An R package implementing correlated variable selection by hierarchical clustering and group-Lasso. https://hal.inria.fr/hal-01857242