biglasso

Extending Lasso Model Fitting to Big Data

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.

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Description file content

Package
biglasso
Version
1.3-6
Date
2017-04-12
Title
Extending Lasso Model Fitting to Big Data
Author
Yaohui Zeng [aut,cre], Patrick Breheny [ctb]
Maintainer
Yaohui Zeng
Description
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.
License
GPL-3
URL
BugReports
https://github.com/YaohuiZeng/biglasso/issues
Depends
R (>= 3.2.0), bigmemory (>= 4.5.0), Matrix, ncvreg
Imports
Rcpp (>= 0.12.1), methods
LinkingTo
Rcpp, RcppArmadillo, bigmemory, BH
VignetteBuilder
R.rsp
Suggests
parallel, testthat, R.rsp
RoxygenNote
6.0.1
NeedsCompilation
yes
Packaged
2017-05-03 18:45:18 UTC; yazeng
Repository
CRAN
Date/Publication
2017-05-04 07:19:52 UTC

install.packages('biglasso')

1.3-6

a year ago

https://github.com/YaohuiZeng/biglasso

Yaohui Zeng

GPL-3

Depends on

R (>= 3.2.0), bigmemory (>= 4.5.0), Matrix, ncvreg

Imports

Rcpp (>= 0.12.1), methods

Suggests

parallel, testthat, R.rsp

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