This is an implementation of the Temporal Group LASSO as decribed by Zhou et al. [1] and using the Nesterov Method for solving the regularized regression problem. The learning algorithm is implemented in C and R bindings are provided.
[1] J. Zhou, L. Yuan, J. Liu, J. Ye; A Multi-Task Learning Formulation for Predicting Disease Progression; KDD 11, August 2011.