Package index

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

zero_norm() one_norm() two_norm() grouped_zero_norm() grouped_one_norm() grouped_two_norm() grouped_sp_norm() gr_one_norm() gr_two_norm() sp_group_norm()

Calculate common norms

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