Fit a GLM (or cox model) with a combination of lasso and group lasso regularization

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Documentation for package ‘SGL’ version 1.1

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SGL-package Fit a GLM (or cox model) with a combination of lasso and group lasso regularization
cvSGL Fit and cross-validate a GLM with a combination of lasso and group lasso regularization
plot.cv.SGL plots the cross-validated error curve produced by cv.SGL
predictSGL Outputs predicted responses from an SGL model for new observations
SGL Fit a GLM with a combination of lasso and group lasso regularization