biglasso (1.2-3)

Big Lasso: Extending Lasso Model Fitting to Big Data in R.

https://github.com/YaohuiZeng/biglasso
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-2

Uses: bigmemory, Matrix, ncvreg, Rcpp
Reverse suggests: bigstatsr, epiGWAS, SuperLearner

Released about 3 years ago.