grpreg (Q27671)
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Regularization Paths for Regression Models with Grouped Covariates
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | grpreg |
Regularization Paths for Regression Models with Grouped Covariates |
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26 March 2026
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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/>.
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