# Generic Sparse Group Lasso Solver

## Documentation for package ‘sglOptim’ version 1.3.8

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

sglOptim-package | sglOptim: Generic Sparse Group Lasso Solver
add_data | Add data to a sgldata data object
add_data.sgldata | Add data to a sgldata data object
best_model | Index of best model
best_model.sgl | Index of best model
coef.sgl | Extracting the nonzero coefficients
compute_error | Helper function for computing error rates
create.sgldata | Create a sgldata object
element_class | Retur the element class of an object.
Err | Generic function for computing error rates
Err.sgl | Error Rates
features | Extracts nonzero features
features.sgl | Extracting nonzero features
features_stat | Extract feature statistics
features_stat.sgl | Extract feature statistics
get_coef | Get the nonzero coefficients
models | Extract fitted models
models.sgl | Extract the estimated models
nmod | Number of models used for fitting
nmod.sgl | Returns the number of models in a sgl object
parameters | Extracts nonzero parameters
parameters.sgl | Extracting nonzero parameters
parameters_stat | Extract parameter statistics
parameters_stat.sgl | Extracting parameter statistics
prepare.args | Generic function for preparing the sgl call arguments
prepare.args.sgldata | Prepare sgl function arguments
prepare_data | Prepare a sgldata data object
print_with_metric_prefix | Print a numeric with metric prefix
rearrange | Generic rearrange function
rearrange.sgldata | Rearrange sgldata
sgl.algorithm.config | Create a new algorithm configuration
sgl.c.config | Featch information about the C side configuration of the package
sgl.standard.config | Standard algorithm configuration
sglOptim | sglOptim: Generic Sparse Group Lasso Solver
sgl_cv | Generic sparse group lasso cross validation using multiple possessors
sgl_fit | Fit a Sparse Group Lasso Regularization Path.
sgl_lambda_sequence | Computing a Lambda Sequence
sgl_predict | Predict
sgl_print | Print information about sgl object
sgl_subsampling | Generic sparse group lasso subsampling procedure
sgl_test | Test a sgl-Objective
sparseMatrix_from_C_format | Convert to sparse matrix
sparseMatrix_to_C_format | Prepare sparse matrix for .Call
subsample | Subsample
subsample.sgldata | Subsample sgldata
test.data | Simulated data set
test_rtools | Test internal rtools
transpose_response_elements | Transpose response elements