Extend lasso and elastic-net model fitting for ultrahigh-dimensional, multi-gigabyte data sets that cannot be loaded into memory. It's much more memory- and computation-efficient as compared to existing lasso-fitting packages like 'glmnet' and 'ncvreg', thus allowing for very powerful big data analysis even with an ordinary laptop.
| Version: | 1.3-3 |
| Depends: | R (≥ 3.2.0), bigmemory (≥ 4.5.0), Matrix, ncvreg |
| Imports: | Rcpp (≥ 0.12.1), methods |
| LinkingTo: | Rcpp, RcppArmadillo, bigmemory, BH |
| Suggests: | parallel, testthat, R.rsp |
| Published: | 2017-01-26 |
| Author: | Yaohui Zeng [aut,cre], Patrick Breheny [ctb] |
| Maintainer: | Yaohui Zeng <yaohui-zeng at uiowa.edu> |
| BugReports: | https://github.com/YaohuiZeng/biglasso/issues |
| License: | GPL-3 |
| URL: | https://github.com/YaohuiZeng/biglasso, https://arxiv.org/abs/1701.05936 |
| NeedsCompilation: | yes |
| Citation: | biglasso citation info |
| Materials: | README NEWS |
| In views: | MachineLearning |
| CRAN checks: | biglasso results |
| Reference manual: | biglasso.pdf |
| Vignettes: |
Tutorial |
| Package source: | biglasso_1.3-3.tar.gz |
| Windows binaries: | r-devel: biglasso_1.3-3.zip, r-release: biglasso_1.3-3.zip, r-oldrel: biglasso_1.3-3.zip |
| OS X Mavericks binaries: | r-release: biglasso_1.3-3.tgz, r-oldrel: biglasso_1.3-3.tgz |
| Old sources: | biglasso archive |
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