biglars: Scalable Least-Angle Regression and Lasso

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Least-angle regression, lasso and stepwise regression for numeric datasets in which the number of observations is greater than the number of predictors. The functions can be used with the ff library to accomodate datasets that are too large to be held in memory.

Author
Mark Seligman, Chris Fraley, Tim Hesterberg
Date of publication
2011-12-28 13:50:26
Maintainer
Mark Seligman <Mark.Seligman@insilicos.com>
License
GPL (>= 2)
Version
1.0.2

View on CRAN

Man pages

biglars.fit
Least-Angle, Lasso and Stepwise Regression
diabetes
Blood and other measurements in diabetics
qrBlockApply
Blockwise Cholesky Factorization

Files in this package

biglars
biglars/MD5
biglars/R
biglars/R/biglars.fit.lasso.R
biglars/R/biglars.fit.lar.R
biglars/R/qrBlockApply.R
biglars/R/biglars.fit.R
biglars/R/qrBlock.R
biglars/R/biglars.fit.stepwise.R
biglars/man
biglars/man/biglars.fit.Rd
biglars/man/diabetes.Rd
biglars/man/qrBlockApply.Rd
biglars/DESCRIPTION
biglars/ChangeLog
biglars/data
biglars/data/diabetes.RData
biglars/src
biglars/src/rblock.f
biglars/src/rstrup.f
biglars/src/Makevars
biglars/NAMESPACE