rRAP: Real-Time Adaptive Penalization for Streaming Lasso Models

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An implementation of the Real-time Adaptive Penalization (RAP) algorithm through which to iteratively update a regularization parameter in a streaming context.

Author
Ricardo Pio Monti
Date of publication
2016-10-31 16:53:55
Maintainer
Ricardo Pio Monti <ricardo.monti08@gmail.com>
License
GPL-2
Version
1.1

View on CRAN

Man pages

predict.RAP
Predict method for RAP objects
RAP
Initialization of a RAP object
rRAP-package
Real-Time Adaptive Penalization for Streaming Lasso Models
update.RAP
Update sparsity parameter and regression coefficients

Files in this package

rRAP
rRAP/NAMESPACE
rRAP/R
rRAP/R/predict.RAP.R
rRAP/R/RAP.R
rRAP/R/rRAP-internal.R
rRAP/R/getGradientLARS.R
rRAP/R/getGradientLARS_Approx.R
rRAP/R/update.RAP.R
rRAP/MD5
rRAP/DESCRIPTION
rRAP/man
rRAP/man/update.RAP.Rd
rRAP/man/predict.RAP.Rd
rRAP/man/rRAP-package.Rd
rRAP/man/RAP.Rd