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 uiowa.edu>
BugReports: https://github.com/YaohuiZeng/biglasso/issues
License: GPL-2
URL: https://github.com/YaohuiZeng/biglasso
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: biglasso results

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=biglasso to link to this page.