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biglasso  

Extending Lasso Model Fitting to Big Data
View on CRAN: Click here


Download and install biglasso package within the R console
Install from CRAN:
install.packages("biglasso")

Install from Github:
library("remotes")
install_github("cran/biglasso")

Install by package version:
library("remotes")
install_version("biglasso", "1.5.2")



Attach the package and use:
library("biglasso")
Maintained by
Patrick Breheny
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-03-02
Latest Update: 2022-10-05
Description:
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.
How to cite:
Patrick Breheny (2016). biglasso: Extending Lasso Model Fitting to Big Data. R package version 1.5.2, https://cran.r-project.org/web/packages/biglasso
Previous versions and publish date:
1.0-1 (2016-03-02 11:10), 1.2-3 (2016-11-14 11:15), 1.3-0 (2016-12-21 23:26), 1.3-1 (2016-12-31 22:01), 1.3-3 (2017-01-26 01:02), 1.3-5 (2017-04-04 08:12), 1.3-6 (2017-05-04 09:19), 1.3-7 (2019-09-09 09:50), 1.4.0 (2021-01-16 07:10), 1.4.1 (2021-01-31 16:30), 1.5.0 (2022-02-08 08:40), 1.5.1 (2022-03-09 09:00), 1.5.2 (2022-10-06 00:40)
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