r-cran-biglasso 1.3-6

Yaohui Zeng [aut,cre], Patrick Breheny [ctb] — Wed, 12 Apr 2017 00:00:00 -0000

Extending Lasso Model Fitting to Big Data: 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.

mloss.org r-cran-biglasso

r-cran-biglasso 1.3-6