biglasso: Big Lasso: Extending Lasso Model Fitting to Big Data in R

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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.

Author
Yaohui Zeng [aut,cre], Patrick Breheny [ctb]
Date of publication
2016-11-14 11:15:04
Maintainer
Yaohui Zeng <yaohui-zeng@uiowa.edu>
License
GPL-2
Version
1.2-3
URLs

View on CRAN

Man pages

biglasso
Fit lasso penalized regression path for big data
biglasso-internal
Internal biglasso functions
biglasso-package
Big Lasso: Extending Lasso Model Fitting to Big Data in R
colon
Gene expression data from colon-cancer patients
cv.biglasso
Cross-validation for biglasso
plot.biglasso
Plot coefficients from a "biglasso" object
plot.cv.biglasso
Plots the cross-validation curve from a "cv.biglasso" object
predict.biglasso
Model predictions based on a fitted "biglasso" object.
predict.cv.biglasso
Model predictions based on a fitted "cv.biglasso" object.
setupX
Set up design matrix X by reading data from big data file
summary.cv.biglasso
Summarizing inferences based on cross-validation

Files in this package

biglasso
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/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_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/README.md
biglasso/MD5
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