Implementation of the block coordinate descent procedure for solving the proximal function of latent group Lasso, highlighted by decomposing a DAG into several non-overlapping path graphs, and getting closed-form solution for each path graph. The procedure was introduced as Algorithm 4 in Yan and Bien (2017) <doi:10.1214/17-STS622> "Hierarchical Sparse Modeling: A Choice of Two Group Lasso Formulations", and the closed-form solution for each path graph is solved in Algorithm 3 of that paper.
| Version: | 0.2.0 |
| Depends: | R (≥ 3.2.1) |
| Suggests: | knitr |
| Published: | 2018-03-22 |
| Author: | Xiaohan Yan [aut, cre], Jacob Bien [aut, cre] |
| Maintainer: | Xiaohan Yan <xy257 at cornell.edu> |
| BugReports: | https://github.com/yanxht/hsm/issues |
| License: | GPL-3 |
| URL: | https://github.com/yanxht/hsm |
| NeedsCompilation: | yes |
| CRAN checks: | hsm results |
| Reference manual: | hsm.pdf |
| Vignettes: |
Using the hsm package |
| Package source: | hsm_0.2.0.tar.gz |
| Windows binaries: | r-devel: hsm_0.2.0.zip, r-release: hsm_0.2.0.zip, r-oldrel: hsm_0.2.0.zip |
| macOS binaries: | r-release: hsm_0.2.0.tgz, r-oldrel: hsm_0.2.0.tgz |
| Old sources: | hsm archive |
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