lassoshooting (0.1.5-1)

1 user

L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting.

http://cran.r-project.org/web/packages/lassoshooting

L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting is fast. This implementation can choose which coefficients to penalize. It support coefficient-specific penalities and it can take X'X and X'y instead of X and y.

Maintainer: Tobias Abenius
Author(s): Tobias Abenius <Tobias.Abenius@Chalmers.se>

License: LGPL-3

Uses: Does not use any package
Reverse depends: epoc, rRAP

Released over 7 years ago.


6 previous versions

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