你用grplasso这个包吧
grplasso(x, ...)
## S3 method for class 'formula'
grplasso(formula, nonpen = ~ 1, data, weights,
subset, na.action, lambda, coef.init, penscale = sqrt,
model = LogReg(), center = TRUE, standardize = TRUE,
control = grpl.control(), contrasts = NULL, ...)
## Default S3 method:
grplasso(x, y, index, weights = rep(1, length(y)), offset = rep(0,
length(y)), lambda, coef.init = rep(0, ncol(x)),
penscale = sqrt, model = LogReg(), center = TRUE,
standardize = TRUE, control = grpl.control(), ...)