Dear useRs, - I am pleased to announce that the R package OHPL is now available on CRAN (https://CRAN.R-project.org/package=OHPL). The package implements the ordered homogeneity pursuit lasso (OHPL) algorithm for group variable selection proposed in Lin et al. (2017) <doi:10.1016/j.chemolab.2017.07.004>. The OHPL method exploits the homogeneity structure in high-dimensional data and enjoys the grouping effect to select groups of important variables automatically. This feature makes it particularly useful for high-dimensional datasets with strongly correlated variables, such as spectroscopic data. For more information, please see https://OHPL.io. Cheers, -Nan
OHPL - new package for group variable selection
1 message · Nan Xiao