Description
Doubly Regularized Matrix-Variate Regression.
Description
The doubly regularized matrix-variate regression solves a low-rank-plus-sparse structure for matrix-variate generalized linear models through a weighted combination of nuclear-norm and L1-norm. The methodology implemented by this package is described in the paper "Doubly Regularized Matrix-Variate Regression", which has been tentatively accepted for publication but does not yet have a DOI or URL. A formal citation will be added in a future update once the final publication details are available.
README.md
drrglm
The drrglm package implements doubly regularized matrix-variate regression for generalized linear models (GLMs).
Installation
From github:
library(remotes)
install_github("paradoxical-rhapsody/drrglm")
Note: To install it on Windows platform from github, it requires RTools to compile the source code.
Usage
For detailed information on the usage and examples in the package, please refer to the help documentation:
help(, drrglm)
Reference
Zengchao Xu, Shan Luo, and Binyan Jiang. "Doubly Regularized Matrix-Variate Regression". Submitted.