glamlasso: Lasso Penalization in Large Scale Generalized Linear Array Models

Efficient design matrix free procedure for Lasso regularized estimation in large scale 3-dimensional generalized linear array models. The Gaussian model with identity link, the Binomial model with logit link, the Poisson model with log link and the Gamma model with log link is currently implemented.

Version: 1.0
Imports: Rcpp (≥ 0.11.2)
LinkingTo: Rcpp, RcppArmadillo
Published: 2015-09-03
Author: Adam Lund
Maintainer: Adam Lund <adam.lund at math.ku.dk>
License: GPL-3
NeedsCompilation: yes
CRAN checks: glamlasso results

Downloads:

Reference manual: glamlasso.pdf
Package source: glamlasso_1.0.tar.gz
Windows binaries: r-devel: glamlasso_1.0.zip, r-release: glamlasso_1.0.zip, r-oldrel: glamlasso_1.0.zip
OS X Snow Leopard binaries: r-release: glamlasso_1.0.tgz, r-oldrel: not available
OS X Mavericks binaries: r-release: glamlasso_1.0.tgz