Readme.md
In antiphon/glbinc:
Several Lasso solvers for logistic regression can be found in CRAN. I needed one with
- Group penalties
- Support for sparse Matrices
- Offset terms!
- Optional intercepts
- Optional stopping conditions especially AIC increasing
None existed that fullfilled all requirements.
The grpreg R-package code was studied for parts of the c-code.
antiphon/glbinc documentation built on July 31, 2019, 11 p.m.
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Several Lasso solvers for logistic regression can be found in CRAN. I needed one with
- Group penalties
- Support for sparse Matrices
- Offset terms!
- Optional intercepts
- Optional stopping conditions especially AIC increasing
None existed that fullfilled all requirements.
The grpreg R-package code was studied for parts of the c-code.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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