biglasso: Big Lasso: Extending Lasso Model Fitting to Big Data in R

Extend lasso and elastic-net model fitting for ultrahigh-dimensional, multi-gigabyte data sets that cannot be loaded into memory. Compared to existing lasso-fitting packages, it preserves equivalently fast computation speed but is much more memory-efficient, thus allowing for very powerful big data analysis even with only a single laptop.

Version: 1.0-1
Depends: bigmemory, Matrix, parallel, ncvreg
Imports: Rcpp (≥ 0.12.1), methods
LinkingTo: Rcpp, RcppArmadillo, bigmemory, BH
Published: 2016-03-02
Author: Yaohui Zeng [aut,cre], Patrick Breheny [ctb]
Maintainer: Yaohui Zeng <yaohui-zeng at uiowa.edu>
License: GPL-2
NeedsCompilation: yes
CRAN checks: biglasso results

Downloads:

Reference manual: biglasso.pdf
Package source: biglasso_1.0-1.tar.gz
Windows binaries: r-devel: biglasso_1.0-1.zip, r-release: biglasso_1.0-1.zip, r-oldrel: biglasso_1.0-1.zip
OS X Mavericks binaries: r-release: biglasso_1.0-1.tgz, r-oldrel: biglasso_1.0-1.tgz

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