Introduction | Motivation | Two penalization strategies | Package scope | Installation | The hier_info matrix | Example data | Fitting the model | hierNest() — fit at a single penalty level | cv.hierNest() — cross-validated tuning parameter selection | Cross-validation methods | Recommended: grid search | Single hyperparameter pair (fast) | User-supplied grid | Inspecting the cross-validated fit | Visualizing the estimated effects | Coefficient heatmap | Subgroup effect heatmap | Methodological background | Hierarchical reparameterization | Overlapping group lasso penalty | Computation | Session information