MM algorithm for selecting variance components via penalization
Author juhkim111
6 Stars
Updated Last
2 Years Ago
Started In
April 2019


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VCSEL is a Julia package for implementing Majorization-Minimization (MM) algorithm that selects variance components that are associated with response variable(s) via penalization method.

Package Features

VCSEL supports variance component selection for

  • a univariate response model
  • a univariate response model with interaction terms
  • a multivariate response model

using lasso, adaptive lasso, or MCP penalty.


This package requires Julia v1.1.0 or later, which can be obtained from or by building Julia from the sources in the repository.

The package has not yet been registered and must be installed using the repository location. Start julia and use the ] key to switch to the package manager mode and type the following (after pkg>):

(@v1.4) pkg> add

Use the backspace key to return to the Julia REPL.