鉴于CRAN目前的Elastic-Net算法速度较慢,因此我们考虑对其算法进行优化,运用givens变换以及前向/后向更新等方法在保证精度的同时对速度进行优化,并借助RcppArmadillo线性矩阵计算库对速度做进一步的提升,优化后速度有较大幅度的提升。
Version: 1.1.2
Date: 2018-07.19
Author: Jingyi Ma, Qiuhong Lai, Linyu Zuo, Xinyuan Yang, Xiao Liu, Yu Bai, Meng Su, Yi Yang, Zhijun Liao
Maintainer: Jingyi Ma jingyima@163.com
License: GPL (>= 2)
Imports: Rcpp (>= 0.12.16)
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
devtools
install.packages(devtools)
Rcpp
and RcppArmadillo
install.packages(c('Rcpp', 'RcppArmadillo'))
fasterElasticNet
devtools::install_github('CUFESAM/Elastic-Net')
fasterElasticNet
without openmp supporting Usually using clang with xcodedevtools::install_github('CUFESAM/Elastic-Net', ref = 'MacOXS')
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