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lassoshooting  

L1 Regularized Regression (Lasso) Solver using the Cyclic Coordinate Descent Algorithm aka Lasso Shooting
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("lassoshooting", "0.1.5-1.1")



Attach the package and use:
library("lassoshooting")
Maintained by
Tobias Abenius
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2011-04-05
Latest Update: 2022-04-04
Description:
L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting is fast. This implementation can choose which coefficients to penalize. It support coefficient-specific penalties and it can take X'X and X'y instead of X and y.
How to cite:
Tobias Abenius (2011). lassoshooting: L1 Regularized Regression (Lasso) Solver using the Cyclic Coordinate Descent Algorithm aka Lasso Shooting. R package version 0.1.5-1.1, https://cran.r-project.org/web/packages/lassoshooting
Previous versions and publish date:
0.1.3-3 (2011-04-05 16:47), 0.1.3-4 (2011-04-08 15:50), 0.1.3-7 (2011-04-24 08:55), 0.1.4-1 (2011-04-24 21:19), 0.1.4-2 (2011-04-26 17:30), 0.1.4-4 (2011-10-04 21:29), 0.1.5-1 (2012-05-02 12:30)
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Functions, R codes and Examples using the lassoshooting R package
Some associated functions: lassoshooting . softthresh . 
Some associated R codes: lassoshooting.R .  Full lassoshooting package functions and examples
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