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,cre], Patrick Breheny [ctb]
MaintainerYaohui Zeng <[email protected]>
LicenseGPL-3
Version1.3-7
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")

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biglasso documentation built on Sept. 9, 2019, 9:03 a.m.