Sparse group lasso generic optimizer

Documentation for package ‘sglOptim’ version 0.0.91

create.sgldata	Create sgl data
prepare.args	Prepare sgl function arguments
rearrange.sgldata	Rearrange sgldata
sgl.algorithm.config	Create a new algorithm configuration
sgl.standard.config	Standard algorithm configuration
sgl_cv	Generic sparse group lasso cross validation using multiple possessors
sgl_fit	Fit a sparse group lasso regularization path.
sgl_lambda_sequence	Generic routine for computing a lambda sequence for the regularization path
sgl_predict	Sgl predict
sgl_subsampling	Generic sparse group lasso subsampling procedure
test.data	Simulated data set