rRAP (1.1)

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Real-Time Adaptive Penalization for Streaming Lasso Models.

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

An implementation of the Real-time Adaptive Penalization (RAP) algorithm through which to iteratively update a regularization parameter in a streaming context.

Maintainer: Ricardo Pio Monti
Author(s): Ricardo Pio Monti

License: GPL-2

Uses: lars, lassoshooting, MASS

Released over 2 years ago.


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