SGL: Fit a GLM (or Cox Model) with a Combination of Lasso and Group Lasso Regularization

Fit a regularized generalized linear model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. Fits linear, logistic and Cox models.

Version: 1.3
Published: 2019-09-27
DOI: 10.32614/CRAN.package.SGL
Author: Noah Simon, Jerome Friedman, Trevor Hastie, and Rob Tibshirani
Maintainer: Noah Simon <nrsimon at>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: yes
In views: Survival
CRAN checks: SGL results


Reference manual: SGL.pdf


Package source: SGL_1.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): SGL_1.3.tgz, r-oldrel (arm64): SGL_1.3.tgz, r-release (x86_64): SGL_1.3.tgz, r-oldrel (x86_64): SGL_1.3.tgz
Old sources: SGL archive

Reverse dependencies:

Reverse imports: PRSPGx
Reverse suggests: sgs


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