SSGL: Spike-and-Slab Group Lasso for Group-Regularized Generalized
Linear Models
Fits group-regularized generalized linear models (GLMs) using the spike-and-slab group lasso (SSGL) prior of Bai et al. (2022) <doi:10.1080/01621459.2020.1765784> and extended to GLMs by Bai (2023) <doi:10.48550/arXiv.2007.07021>. This package supports fitting the SSGL model for the following GLMs with group sparsity: Gaussian linear regression, binary logistic regression, and Poisson regression.
| Version: |
2.0 |
| Depends: |
R (≥ 3.6.0) |
| Imports: |
grpreg, stats, caret, parallel, doParallel, doRNG, foreach, MASS, Matrix, GIGrvg, BayesLogit |
| Published: |
2025-03-24 |
| DOI: |
10.32614/CRAN.package.SSGL |
| Author: |
Ray Bai [aut, cre] |
| Maintainer: |
Ray Bai <raybaistat at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| CRAN checks: |
SSGL results |
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