biglasso: Extending Lasso Model Fitting to Big Data
Version 1.3-6

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,cre], Patrick Breheny [ctb]
Date of publication2017-05-04 07:19:52 UTC
MaintainerYaohui Zeng <yaohui-zeng@uiowa.edu>
LicenseGPL-3
Version1.3-6
URL https://github.com/YaohuiZeng/biglasso https://arxiv.org/abs/1701.05936
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("biglasso")

Try the biglasso package in your browser

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

biglasso documentation built on May 30, 2017, 6:09 a.m.