This package provides regularization paths for the lasso, (fitted) group lasso, and (fitted) sparse-group lasso. The underlying mathematical model is a mixed model, i.e., a model with fixed and random effects. (Whereas it is actually optional to include any fixed effect.)

The (fitted) sparse-group lasso contains two penalty terms, which are combined via a mixing parameter `0 <= alpha <= 1`

. Thus, if the parameter is set to either `1`

or `0`

, the resulting regularization operator is the lasso or the (fitted) group lasso, respectively.

Key features:

The lasso, (fitted) group lasso, and sparse-group lasso are implemented via

*proximal gradient descent*.The fitted sparse-group lasso (fitSGL) is implemented via

*proximal-averaged gradient descent*.By default, a grid search for the penalty parameter

`lambda`

is performed.*Warm starts*are implemented to effectively accelerate this procedure.The step size between consecutive iterations is automatically determined via

*backtracking line search*- except for the fitSGL, which needs a fixed step size to be provided upon its call.

To get the current release version from CRAN, please type:

To get the current development version from github, please type:

A data set is included and can be loaded:

Furthermore, the following functions are available to the user:

`seagull`

`lambda_max__lasso`

`lambda_max_group_lasso`

`lambda_max_fitted_group_lasso`

`lambda_max_sparse_group_lasso`

Please load the data as shown in the section above and get started: