biglasso: Extending Lasso Model Fitting to Big Data

Extend lasso and elastic-net model fitting for ultra high-dimensional, multi-gigabyte data sets that cannot be loaded into memory. Designed to be more memory- and computation-efficient than existing lasso-fitting packages like 'glmnet' and 'ncvreg', thus allowing the user to analyze big data analysis even on an ordinary laptop.

Package details

AuthorYaohui Zeng [aut], Chuyi Wang [aut], Patrick Breheny [aut, cre] (<>)
MaintainerPatrick Breheny <>
Package repositoryView on CRAN
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biglasso documentation built on Oct. 6, 2022, 1:07 a.m.