R: Sparse Group Penalized Regression for Bi-Level Variable Selection

# Sparse Group Penalized Regression for Bi-Level Variable Selection

## Documentation for package ‘SGPR’ version 0.1.2

- DESCRIPTION file
- Package NEWS

## Help Pages

coef.sgp | Coefficients from an SGP model
coef.sgp.cv | Coefficients from SGP models
get.loss | A function that calculates the loss/cost
plot.sgp | Plots the coefficient path of an SGP object
plot.sgp.cv | Plots the cross-validation curve from a SGP object
predict.sgp | Predictions based on a SGP model
predict.sgp.cv | Predictions based on a SGP models
process.group | Process groupings for a sparse group penalty
process.lambda | Set up a lambda sequence
process.penalty | Process the arguments about the sparse group penalty
process.X | Process X for a sparse group penalty
process.y | Process y for a sparse group penalty
process.Z | Process Z for a sparse group penalty
sgp | Fit a sparse group regularized regression path
sgp.cv | Cross-validation for sparse group penalties