Regularization paths of linear, logistic, Poisson, or Cox models with overlapping grouped covariates
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Updated
Mar 21, 2023 - R
Regularization paths of linear, logistic, Poisson, or Cox models with overlapping grouped covariates
R Package: Adaptively weighted group lasso for semiparametic quantile regression models
Procedure of variable selection in the context of redundancy between explanatory variables, which holds true with high dimensional data
This is a development version of DMRnet — Delete or Merge Regressors Algorithms for Linear and Logistic Model Selection and High-Dimensional Data.
R package : Group lasso based selection for high-dimensional mediation analysis
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