grpreg

MaRDI QIDQ27671swMATHCRANFDO

Authors Patrick Breheny, Ryan Miller

Last update 26 March 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 3.4.0, PACKAGES.rds, 1.0, 1.1, 1.2-0, 1.2-1, 1.2-2, 2.0-0, 2.0-1, 2.1-0, 2.2-0, 2.2-1, 2.3-0, 2.4-0, 2.5-0, 2.6-0, 2.7-0, 2.7-1, 2.8-0, 2.8-1, 3.0-0, 3.0-1, 3.0-2, 3.1-0, 3.1-1, 3.1-2, 3.1-3, 3.1-4, 3.2-0, 3.2-1, 3.2.2, 3.3.0, 3.3.1, 3.5.0, 3.6.0

Official website https://cran.r-project.org/web/packages/grpreg/index.html

Source code repository https://github.com/cran/grpreg

Description

Efficient algorithms for fitting the regularization path of linear regression, GLM, and Cox regression models with grouped penalties. This includes group selection methods such as group lasso, group MCP, and group SCAD as well as bi-level selection methods such as the group exponential lasso, the composite MCP, and the group bridge. For more information, see Breheny and Huang (2009) <doi:10.4310/sii.2009.v2.n3.a10>, Huang, Breheny, and Ma (2012) <doi:10.1214/12-sts392>, Breheny and Huang (2015) <doi:10.1007/s11222-013-9424-2>, and Breheny (2015) <doi:10.1111/biom.12300>, or visit the package homepage <https://pbreheny.github.io/grpreg/>.

Cites work

• A Selective Review of Group Selection in High-Dimensional Models
• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
• Penalized methods for bi-level variable selection
• The group exponential Lasso for bi-level variable selection

Cited in

(36)

• kko
• PCLassoReg
• sparseGAM
• NVCSSL
• Estimation of an oblique structure via penalized likelihood factor analysis
• refund
• ncvreg
• Quantile regression feature selection and estimation with grouped variables using Huber approximation
• Group penalized quantile regression
• Sparse model identification and learning for ultra-high-dimensional additive partially linear models
• Variable selection and structure identification for varying coefficient Cox models
• gglasso
• speff2trial
• discSurv
• DStree
• fmsb
• Modeling discrete time-to-event data
• oem
• RSelenium
• bestglm
• DMRnet
• locfdr
• MLGL
• Functional variable selection via Gram–Schmidt orthogonalization for multiple functional linear regression
• Principal varying coefficient estimator for high-dimensional models
• naivereg
• flam
• geoGAM
• MTAFT
• SSGL
• mixedLSR
• ppmSDR
• fetwfe
• MUGS
• HMC
• fsemipar

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