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fasterElasticNet  

An Amazing Fast Way to Fit Elastic Net
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("fasterElasticNet", "1.1.2")



Attach the package and use:
library("fasterElasticNet")
Maintained by
Linyu Zuo
[Scholar Profile | Author Map]
First Published: 2018-08-11
Latest Update: 2018-08-11
Description:
Fit Elastic Net, Lasso, and Ridge regression and do cross-validation in a fast way. We build the algorithm based on Least Angle Regression by Bradley Efron, Trevor Hastie, Iain Johnstone, etc. (2004)() and some algorithms like Givens rotation and Forward/Back Substitution. In this way, many matrices to be computed are retained as triangular matrices which can eventually speed up the computation. The fitting algorithm for Elastic Net is written in C++ using Armadillo linear algebra library.
How to cite:
Linyu Zuo (2018). fasterElasticNet: An Amazing Fast Way to Fit Elastic Net. R package version 1.1.2, https://cran.r-project.org/web/packages/fasterElasticNet. Accessed 29 Mar. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited fasterElasticNet R package
View fasterElasticNet citation profile
Other R packages that fasterElasticNet depends, imports, suggests or enhances
Complete documentation for fasterElasticNet
Functions, R codes and Examples using the fasterElasticNet R package
Some associated functions: ElasticNet . ElasticNetCV . housing . 
Some associated R codes: ElasticNetCV.R . RcppExports.R .  Full fasterElasticNet package functions and examples
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