rRAP

Real-Time Adaptive Penalization for Streaming Lasso Models

CRAN Package

An implementation of the Real-time Adaptive Penalization (RAP) algorithm through which to iteratively update a regularization parameter in a streaming context.

  • Version1.1
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release10/31/2016

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  • Depends3 packages