jeremyrcoyle/mangolassi: The Scalable Highly Adaptive Lasso
Version 0.2.0

Routines for constructing sparse matrices of basis functions, as well as a custom implementation of L1-regularized regression (i.e. the LASSO), altogether providing a fast, computationally efficient implementation of the Highly Adaptive LASSO (HAL), primarily in C++ but made available for use in R through Rcpp.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.2.0
URL https://github.com/jeremyrcoyle/hal9001
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("jeremyrcoyle/mangolassi")
jeremyrcoyle/mangolassi documentation built on May 31, 2018, 11:26 p.m.