OHPL: Ordered Homogeneity Pursuit Lasso for Group Variable Selection
Source:R/OHPL-package.R
OHPL-package.RdOrdered homogeneity pursuit lasso (OHPL) algorithm for group variable selection proposed in Lin et al. (2017) doi:10.1016/j.chemolab.2017.07.004 . 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.