theandyb/aeffp: Lasso-penalized Logistic Regression via ADMM
This is an Rcpp implementation of the lasso-penalized logistic regression fit via the ADMM algorithm. This is inspired by Stephen Boyd's matlab implementation (http://web.stanford.edu/~boyd/papers/admm/logreg-l1/logreg.html).
Getting started
Browse package contents
Package details |
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|---|---|
| Author | Andy Beck |
| Maintainer | Andy Beck <beckandy@umich.edu> |
| License | GPL-3 |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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