Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso Regularization

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Documentation for package ‘SGL’ version 1.2

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SGL-package Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso Regularization
cvSGL Fit and Cross-Validate a GLM with a Combination of Lasso and Group Lasso Regularization
plot.cv.SGL plots the cross-validated error curve produced by cv.SGL
predictSGL Outputs Predicted Responses from an SGL Model for New Observations
SGL Fit a GLM with a Combination of Lasso and Group Lasso Regularization