ChongWu-Biostat/glmtlp: Truncated Lasso Regularized Generalized Linear Models

Extremely efficient procedures for fitting the entire truncated lasso regularization path for linear regression, logistic and multinomial regression models, Poisson regression and the Cox model. The algorithm uses difference of convex technique. The package is inherited from a popular R package glmnet.

Getting started

Package details

AuthorChong Wu and Wei Pan
MaintainerChong Wu <[email protected]>
LicenseGPL-2
Version1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("ChongWu-Biostat/glmtlp")
ChongWu-Biostat/glmtlp documentation built on Feb. 4, 2018, 3:10 p.m.