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.
|Author||Yaohui Zeng [aut,cre], Patrick Breheny [ctb]|
|Maintainer||Yaohui Zeng <[email protected]>|
|Package repository||View on CRAN|
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