grpregOverlap fits the regularization paths of linear, logistic, Poisson, or Cox models with overlapping grouped covariates based on the latent group lasso approach (Jacob et al., 2009). Latent group MCP/SCAD as well as bi-level selection methods, namely the group exponential lasso(Breheny, 2015) and the composite MCP (Huang et al., 2012) are also available. This package serves as an extension of R package grpreg (by Dr. Patrick Breheny [email protected]) for grouped variable selection involving overlaps between groups.

• this package now works for survival analysis (Cox model) by specifying "family = cox".
• this package on GitHub has been updated to Version 2.2-0. See details in NEWS.

• the stable version: install.packages("grpregOverlap")
• the latest version: devtools::install_github("YaohuiZeng/grpregOverlap")

• open an issue or send an email to Yaohui Zeng at [email protected]