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.

Package details

AuthorYaohui Zeng [aut], Chuyi Wang [aut], Patrick Breheny [aut]
MaintainerPatrick Breheny <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the biglasso package in your browser

Any scripts or data that you put into this service are public.

biglasso documentation built on March 18, 2022, 5:47 p.m.