biglasso

Extending Lasso Model Fitting to Big Data

CRAN Package

Extend lasso and elastic-net model fitting for ultra high-dimensional, multi-gigabyte data sets that cannot be loaded into memory. Designed to be more memory- and computation-efficient than existing lasso-fitting packages like 'glmnet' and 'ncvreg', thus allowing the user to analyze big data analysis even on an ordinary laptop.


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  • Depends4 packages
  • Imports1 package
  • Suggests6 packages
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