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

Fit a regularized generalized linear model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. Fits linear, logistic and Cox models.

Version: 1.2
Published: 2018-12-21
Author: Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani
Maintainer: Noah Simon <nrsimon at uw.edu>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: yes
CRAN checks: SGL results

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Reference manual: SGL.pdf
Package source: SGL_1.2.tar.gz
Windows binaries: r-devel: SGL_1.2.zip, r-release: SGL_1.2.zip, r-oldrel: SGL_1.2.zip
OS X binaries: r-release: SGL_1.2.tgz, r-oldrel: SGL_1.2.tgz
Old sources: SGL archive

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