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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