MADMMplasso

cranv1.0.1

Multi Variate Multi Response ADMM with Interaction Effects. This system allows one to model a multi-variate, multi-response problem with interaction effects. It combines the usual squared error loss for the multi-response problem with some penalty terms to encourage responses that correlate to form groups and also allow for modeling main and interaction effe

License GPL-3strong copyleft0 versions1 maintainers12 deps47 weekly dl
https://CRAN.R-project.org/package=MADMMplasso
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First published · 2025-10-27 14:53:13

Last updated · 2025-10-27T13:00:07+00:00