hsm: A Path-Based BCD for Proximal Function of Latent Group Lasso

Implementation of the block coordinate descent procedure for solving the proximal function of latent group Lasso, highlighted by decomposing a DAG into several non-overlapping path graphs, and getting closed-form solution for each path graph. The procedure was introduced as Algorithm 4 in Yan and Bien (2017) <doi:10.1214/17-STS622> "Hierarchical Sparse Modeling: A Choice of Two Group Lasso Formulations", and the closed-form solution for each path graph is solved in Algorithm 3 of that paper.

Version:	0.2.0
Depends:	R (≥ 3.2.1)
Suggests:	knitr
Published:	2018-03-22
Author:	Xiaohan Yan [aut, cre], Jacob Bien [aut, cre]
Maintainer:	Xiaohan Yan <xy257 at cornell.edu>
BugReports:	https://github.com/yanxht/hsm/issues
License:	GPL-3
URL:	https://github.com/yanxht/hsm
NeedsCompilation:	yes
CRAN checks:	hsm results

Documentation:

Reference manual:	hsm.pdf
Vignettes:	Using the hsm package

Downloads:

Package source:	hsm_0.2.0.tar.gz
Windows binaries:	r-devel: hsm_0.2.0.zip, r-release: hsm_0.2.0.zip, r-oldrel: hsm_0.2.0.zip
macOS binaries:	r-release (arm64): hsm_0.2.0.tgz, r-oldrel (arm64): hsm_0.2.0.tgz, r-release (x86_64): hsm_0.2.0.tgz, r-oldrel (x86_64): hsm_0.2.0.tgz
Old sources:	hsm archive

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