Rでgroup lasso
xx<-rnorm(mean=0,sd=1,1000)
b<-factor(sample(c("cat","dog","hourse"),replace=T,1000))
c<-factor(sample(c("M","F","Q"),replace=T,1000))
y<-3*xx+2*as.numeric(b)+0.4+rnorm(1000,mean=0,sd=0.1)
x<-cbind(xx,b,c)
#install.packages("grplasso")
library("grplasso")data<-data.frame(y,xx,b,c)
ans<-grplasso(y~.,data=data,model=LinReg(),lambda=1)
coef(ans)
