gcdnet: LASSO and Elastic Net (Adaptive) Penalized Least Squares, Logistic Regression, HHSVM, Squared Hinge SVM and Expectile Regression using a Fast GCD Algorithm

A generalized coordinate descent (GCD) algorithm for computing the solution path of the hybrid Huberized support vector machine (HHSVM) and its generalization, including the LASSO and elastic net (adaptive) penalized least squares, logistic regression, HHSVM, squared hinge loss SVM and expectile regression.

Version: 1.0.5
Depends: Matrix, methods
Published: 2017-11-20
Author: Yi Yang, Hui Zou
Maintainer: Yi Yang <yi.yang6 at mcgill.ca>
License: GPL-2
URL: https://github.com/emeryyi/gcdnet
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: gcdnet results


Reference manual: gcdnet.pdf
Package source: gcdnet_1.0.5.tar.gz
Windows binaries: r-devel: gcdnet_1.0.5.zip, r-release: gcdnet_1.0.5.zip, r-oldrel: gcdnet_1.0.5.zip
macOS binaries: r-release: gcdnet_1.0.5.tgz, r-oldrel: gcdnet_1.0.5.tgz
Old sources: gcdnet archive

Reverse dependencies:

Reverse imports: higlasso


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