biglasso (1.3-3)

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Extending Lasso Model Fitting to Big Data.

https://github.com/YaohuiZeng/biglasso
https://arxiv.org/abs/1701.05936
http://cran.r-project.org/web/packages/biglasso

Extend lasso and elastic-net model fitting for ultrahigh-dimensional, multi-gigabyte data sets that cannot be loaded into memory. It's much more memory- and computation-efficient as compared to existing lasso-fitting packages like 'glmnet' and 'ncvreg', thus allowing for very powerful big data analysis even with an ordinary laptop.

Maintainer: Yaohui Zeng
Author(s): Yaohui Zeng [aut,cre], Patrick Breheny [ctb]

License: GPL-3

Uses: bigmemory, Matrix, ncvreg, Rcpp, R.rsp, testthat

Released 2 months ago.


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