jeremyrcoyle/mangolassi: The Scalable Highly Adaptive Lasso

A scalable implementation of the highly adaptive lasso algorithm, including routines for constructing sparse matrices of basis functions of the observed data, as well as a custom implementation of Lasso regression tailored to enhance efficiency when the matrix of predictors is composed exclusively of indicator functions. For ease of use and increased flexibility, the Lasso fitting routines may invoke code from the glmnet package optionally.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.2.5
URL https://github.com/tlverse/hal9001
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jeremyrcoyle/mangolassi")
jeremyrcoyle/mangolassi documentation built on Dec. 2, 2019, 10:42 p.m.