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SSGL

Spike-and-Slab Group Lasso for Group-Regularized Generalized Linear Models

v2.0 · Mar 24, 2025 · GPL-3

Description

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.

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies grpreg caret doParallel doRNG foreach MASS Matrix GIGrvg BayesLogit SSGL

Version History

new 2.0 Mar 9, 2026