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