glmtlp: Generalized Linear Models with Truncated Lasso Penalty

Extremely efficient procedures for fitting regularization path with l0, l1, and truncated lasso penalty for linear regression and logistic regression models. This version is a completely new version compared with our previous version, which was mainly based on R. New core algorithms are developed and are now written in C++ and highly optimized.

Package details

AuthorChunlin Li [aut], Yu Yang [aut, cre], Chong Wu [aut]
MaintainerYu Yang <yang6367@umn.edu>
LicenseGPL-3
Version2.0.1
URL https://yuyangyy.com/glmtlp/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("glmtlp")

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glmtlp documentation built on March 18, 2022, 7:59 p.m.