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.
|Author||Yaohui Zeng [aut], Chuyi Wang [aut], Patrick Breheny [aut, cre] (<https://orcid.org/0000-0002-0650-1119>)|
|Maintainer||Patrick Breheny <email@example.com>|
|URL||https://yaohuizeng.github.io/biglasso/index.html https://github.com/YaohuiZeng/biglasso https://arxiv.org/abs/1701.05936|
|Package repository||View on CRAN|
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