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biglasso: Extending Lasso Model Fitting to Big Data
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.
Getting started
Browse package contents
Package details |
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| Author | Yaohui Zeng [aut,cre], Patrick Breheny [ctb] |
| Maintainer | Yaohui Zeng <[email protected]> |
| License | GPL-3 |
| Version | 1.3-7 |
| URL | https://github.com/YaohuiZeng/biglasso https://arxiv.org/abs/1701.05936 |
| Package repository | View on CRAN |
| Installation |
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