biglasso: Big Lasso: Extending Lasso Model Fitting to Big Data in R

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: 1.2-3
Depends: bigmemory (≥ 4.0.0), Matrix, ncvreg
Imports: Rcpp (≥ 0.12.1), methods
LinkingTo: Rcpp, RcppArmadillo, bigmemory, BH
Suggests: parallel
Published: 2016-11-14
Author: Yaohui Zeng [aut,cre], Patrick Breheny [ctb]
Maintainer: Yaohui Zeng <yaohui-zeng at>
License: GPL-2
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: biglasso results


Reference manual: biglasso.pdf
Package source: biglasso_1.2-3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: biglasso_1.2-3.tgz, r-oldrel: biglasso_1.2-3.tgz
Old sources: biglasso archive


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