biglasso (version 1.5.2)

Extending Lasso Model Fitting to Big Data

Description

Extend lasso and elastic-net model fitting for ultra high-dimensional, multi-gigabyte data sets that cannot be loaded into memory. Designed to be more memory- and computation-efficient than existing lasso-fitting packages like 'glmnet' and 'ncvreg', thus allowing the user to analyze big data analysis even on an ordinary laptop.

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Install

install.packages('biglasso')

Monthly Downloads

1,436

Version

1.5.2

License

GPL-3

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Last Published

October 5th, 2022

Functions in biglasso (1.5.2)