Beta.m |
A simulated Beta matrix |
Cal_grpWTs |
An auxilary function calculating the group weighting matrix 'grpWTs' required when calling the MSGlasso function. |
FindingGRGrps |
An auxilary function calculating the containing variable index for each predictor (or response) group. It generates the required input 'GR.grps' matrix when calling the MSGlasso function. |
FindingPQGrps |
An auxilary function calculating the group attribution index for each predictor (or response) variable. It generates the required input 'PQ.grps' matrix when calling the MSGlasso function. |
MSGLasso |
A function to fit the Multivariate Sparse Group Lasso with an arbitrary group structure (MSGLasso) |
MSGLasso.cv |
Fit the MSGLasso for a series sets of tuning parameters and use the k-fold cross validation to select the optimal tunning parameter set. |