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.

AuthorYaohui Zeng [aut,cre], Patrick Breheny [ctb]
Date of publication2016-12-31 22:01:52
MaintainerYaohui Zeng <yaohui-zeng@uiowa.edu>
LicenseGPL-3
Version1.3-1
https://github.com/YaohuiZeng/biglasso

View on CRAN

Files in this package

biglasso
biglasso/inst
biglasso/inst/doc
biglasso/inst/doc/biglasso.pdf.asis
biglasso/inst/doc/biglasso.pdf
biglasso/src
biglasso/src/Makevars
biglasso/src/utilities.h
biglasso/src/defines.h
biglasso/src/biglasso_omp.h
biglasso/src/gaussian_hsr_edpp.cpp
biglasso/src/binomial_hsr_approx.cpp
biglasso/src/binomial_hsr_slores.cpp
biglasso/src/gaussian_hsr_dome.cpp
biglasso/src/Makevars.win
biglasso/src/utilities.cpp
biglasso/src/gaussian_hsr.cpp
biglasso/src/gaussian_edpp_active.cpp
biglasso/src/gaussian.cpp
biglasso/src/gaussian_edpp.cpp
biglasso/src/binomial_hsr.cpp
biglasso/NAMESPACE
biglasso/NEWS
biglasso/data
biglasso/data/colon.RData
biglasso/R
biglasso/R/setupX.R biglasso/R/plot.cv.biglasso.R biglasso/R/biglasso.R biglasso/R/predict.R biglasso/R/plot.biglasso.R biglasso/R/summary.cv.biglasso.R biglasso/R/loss.R biglasso/R/cv.biglasso.R
biglasso/vignettes
biglasso/vignettes/biglasso.pdf.asis
biglasso/vignettes/2016-11-20_vary_p_pkgs.png
biglasso/vignettes/2016-11-20_vary_n_pkgs.png
biglasso/README.md
biglasso/MD5
biglasso/build
biglasso/build/vignette.rds
biglasso/DESCRIPTION
biglasso/man
biglasso/man/biglasso-internal.Rd biglasso/man/colon.Rd biglasso/man/predict.biglasso.Rd biglasso/man/cv.biglasso.Rd biglasso/man/predict.cv.biglasso.Rd biglasso/man/biglasso-package.Rd biglasso/man/plot.cv.biglasso.Rd biglasso/man/plot.biglasso.Rd biglasso/man/biglasso.Rd biglasso/man/setupX.Rd biglasso/man/summary.cv.biglasso.Rd
biglasso/cleanup

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