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Mixed, low-rank, and sparse multivariate regression (mixedLSR) providestools for performing mixture regression when the coefficient matrix islow-rank and sparse. mixedLSR allows subgroup identification byalternating optimization with simulated annealing to encourage globaloptimum convergence. This method is data-adaptive, automaticallyperforming parameter selection to identify low-rank substructures in thecoefficient matrix.

# Install released version from CRANinstall.packages("mixedLSR")

You can install the development version of mixedLSR fromGitHub with:

# install.packages("devtools")devtools::install_github("alexanderjwhite/mixedLSR")