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 |
| 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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