[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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