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]|
|Date of publication||2016-12-31 22:01:52|
|Maintainer||Yaohui Zeng <firstname.lastname@example.org>|
biglasso: Fit lasso penalized regression path for big data
biglasso-internal: Internal biglasso functions
biglasso-package: Extending Lasso Model Fitting to Big Data
colon: Gene expression data from colon-cancer patients
cv.biglasso: Cross-validation for biglasso
plot.biglasso: Plot coefficients from a "biglasso" object
plot.cv.biglasso: Plots the cross-validation curve from a "cv.biglasso" object
predict.biglasso: Model predictions based on a fitted "biglasso" object.
predict.cv.biglasso: Model predictions based on a fitted "cv.biglasso" object.
setupX: Set up design matrix X by reading data from big data file
summary.cv.biglasso: Summarizing inferences based on cross-validation