rRAP: Real-Time Adaptive Penalization for Streaming Lasso Models

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

Package details

AuthorRicardo Pio Monti
MaintainerRicardo Pio Monti <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the rRAP package in your browser

Any scripts or data that you put into this service are public.

rRAP documentation built on May 29, 2017, 12:25 p.m.