gcdnet: LASSO and Elastic Net (Adaptive) Penalized Least Squares, Logistic Regression, HHSVM, Squared Hinge SVM and Expectile Regression using a Fast GCD Algorithm
Version 1.0.5

A generalized coordinate descent (GCD) algorithm for computing the solution path of the hybrid Huberized support vector machine (HHSVM) and its generalization, including the LASSO and elastic net (adaptive) penalized least squares, logistic regression, HHSVM, squared hinge loss SVM and expectile regression.

Getting started

Package details

AuthorYi Yang <[email protected]>, Hui Zou <[email protected]>
Date of publication2017-11-20 13:45:50 UTC
MaintainerYi Yang <[email protected]>
LicenseGPL-2
Version1.0.5
URL https://github.com/emeryyi/gcdnet
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gcdnet")

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gcdnet documentation built on Nov. 20, 2017, 5:07 p.m.