YaohuiZeng/biglasso: Extending Lasso Model Fitting to Big Data

Extend lasso and elastic-net model fitting for ultrahigh-dimensional, multi-gigabyte data sets that cannot be loaded into memory. It's much more memory- and computation-efficient as compared to existing lasso-fitting packages like 'glmnet' and 'ncvreg', thus allowing for very powerful big data analysis even with an ordinary laptop.

Getting started

Package details

AuthorYaohui Zeng [aut,cre], Patrick Breheny [ctb]
MaintainerYaohui Zeng <[email protected]>
LicenseGPL-3
Version1.3-6
URL https://github.com/YaohuiZeng/biglasso https://arxiv.org/abs/1701.05936
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("YaohuiZeng/biglasso")
YaohuiZeng/biglasso documentation built on June 3, 2017, 9:51 a.m.