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lassoshooting (version 0.1.5-1.1)

L1 Regularized Regression (Lasso) Solver using the Cyclic Coordinate Descent Algorithm aka Lasso Shooting

Description

L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting is fast. This implementation can choose which coefficients to penalize. It support coefficient-specific penalties and it can take X'X and X'y instead of X and y.

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Install

install.packages('lassoshooting')

Monthly Downloads

420

Version

0.1.5-1.1

License

LGPL-3

Maintainer

Tobias Abenius

Last Published

April 4th, 2022

Functions in lassoshooting (0.1.5-1.1)