gglasso

R package: gglasso Author: Yi Yang and Hui Zou Reference: Yang, Y. and Zou, H. (2012), A Fast Unified Algorithm for Computing Group-Lasso Penalized Learning Problems. Under review. This package is Copyright (C) 2012 Yi Yang and Hui Zou. All rights reserved by the authors. Overview This package implements a unified algorithm,blockwise-majorization- decent (BMD), for efficiently computing the solution paths of the group- lasso penalized least squares,logistic regression, Huberized SVM and squared SVM. Installation Install from CRAN The package is now available on the CRAN gglasso site: http://cran.r-project.org/web/packages/gglasso. It can be installed using the commands install.packages("gglasso")library(gglasso) Install from this Google Code site R under Windows Go t