Multivariate elastic net regression through stacked generalisation (extending the R package glmnet).
Install the current release from CRAN:
or the latest development version from GitHub:
Armin Rauschenberger and Enrico Glaab (2021). “Predicting correlated outcomes from molecular data”. Bioinformatics btab576. doi: 10.1093/bioinformatics/btab576.