[R] Group Lasso for Proportional Odds Model
Nussbaum Madlene
madlene.nussbaum at env.ethz.ch
Wed Nov 4 16:29:16 CET 2015
Dear R experts,
Having an ordinal response (3 levels) and factors in the predictors set,
I would like to fit Proportional Odds Group Lasso.
I found several packages that fit the group lasso:
grplasso, grpreg, gglasso and ordPens.
However, they vary penalty and implementation in several ways, but none
of them is able to fit a proportional odds model.
Did I overlook something? Is there an R package available?
Many thanks for your help!
Madlene Nussbaum
--
ETH Zürich
Institut für Terrestrische Ökosysteme
madlene.nussbaum at env.ethz.ch
www.step.ethz.ch
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