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Estimate sparse group lasso

sparsegl()
Regularization paths for sparse group-lasso models
cv.sparsegl()
Cross-validation for a sparsegl object.

Methods for sparsegl or cv.sparsegl objects.

plot(<cv.sparsegl>)
Plot cross-validation curves produced from a cv.sparsegl object.
plot(<sparsegl>)
Plot solution paths from a sparsegl object.
coef(<cv.sparsegl>)
Extract coefficients from a cv.sparsegl object.
coef(<sparsegl>)
Extract model coefficients from a sparsegl object.
predict(<cv.sparsegl>)
Make predictions from a cv.sparsegl object.
predict(<sparsegl>)
Make predictions from a sparsegl object.

Risk estimation

Calculate information criteria for model evaluation and model selection.

estimate_risk()
Calculate information criteria.

Norm calculations

Data

trust_experts
Trust in scientific experts during the Covid-19 pandemic

Other functions

make_irls_warmup()
Create starting values for iterative reweighted least squares