Fused Multi-task Penalized Regression
To get the latest version:
git clone git://github.com/gabraham/FMPR
To install:
cd FMPR
R CMD INSTALL FMPR
Requirements: R packages MASS, ggplot2, foreach, Matrix, ROCR, glmnet, reshape
Recommended: R packages doMC or doParallel
Note: if using doMC, FMPR should be run in the terminal, not under a GUI (see http://cran.r-project.org/web/packages/doMC/vignettes/gettingstartedMC.pdf)
Documentation and example code: see FMPR/FMPR/inst/doc/fmpr.pdf