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lassoshooting (version 0.1.3-3)

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 - Can choose which coefficients to penalize - Can take X'X and X'y instead of X and y

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Install

install.packages('lassoshooting')

Monthly Downloads

377

Version

0.1.3-3

License

LGPL-3

Maintainer

Last Published

April 5th, 2011

Functions in lassoshooting (0.1.3-3)