OHPL
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> (PDF). 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.
Formatted citation:
You-Wu Lin, Nan Xiao, Li-Li Wang, Chuan-Quan Li, and Qing-Song Xu (2017). Ordered homogeneity pursuit lasso for group variable selection with applications to spectroscopic data. Chemometrics and Intelligent Laboratory Systems 168, 62-71. https://doi.org/10.1016/j.chemolab.2017.07.004
BibTeX entry:
@article{Lin2017,
title = "Ordered homogeneity pursuit lasso for group variable selection with applications to spectroscopic data",
author = "You-Wu Lin and Nan Xiao and Li-Li Wang and Chuan-Quan Li and Qing-Song Xu",
journal = "Chemometrics and Intelligent Laboratory Systems",
year = "2017",
volume = "168",
pages = "62--71",
issn = "0169-7439",
doi = "https://doi.org/10.1016/j.chemolab.2017.07.004",
url = "http://www.sciencedirect.com/science/article/pii/S0169743917300503"
}
To download and install OHPL
from CRAN:
Or try the development version on GitHub:
To get started, try the examples in OHPL()
:
Browse the package documentation for more information.
To contribute to this project, please take a look at the Contributing Guidelines first. Please note that this project is released with a Contributor Code of Conduct. By participating in this project you agree to abide by its terms.