biglasso: Extending Lasso Model Fitting to Big Data

Extend lasso and elastic-net model fitting for ultra high-dimensional, multi-gigabyte data sets that cannot be loaded into memory. Designed to be more memory- and computation-efficient than existing lasso-fitting packages like 'glmnet' and 'ncvreg', thus allowing the user to analyze big data analysis even on an ordinary laptop.

Package details

AuthorYaohui Zeng [aut], Chuyi Wang [aut], Tabitha Peter [aut], Patrick Breheny [aut, cre] (<https://orcid.org/0000-0002-0650-1119>)
MaintainerPatrick Breheny <patrick-breheny@uiowa.edu>
LicenseGPL-3
Version1.6.0
URL https://pbreheny.github.io/biglasso/index.html https://github.com/pbreheny/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 May 29, 2024, 1:50 a.m.