lassoshooting: L1 Regularized Regression (Lasso) Solver using the Cyclic Coordinate Descent Algorithm aka Lasso Shooting

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.

Version:	0.1.5-1.1
Depends:	R (≥ 2.12.0)
Published:	2022-04-04
Author:	Tobias Abenius
Maintainer:	Tobias Abenius <Tobias.Abenius at Chalmers.se>
License:	LGPL-3
NeedsCompilation:	yes
Materials:	ChangeLog
CRAN checks:	lassoshooting results

Documentation:

Reference manual:

lassoshooting.pdf

Downloads:

Package source:	lassoshooting_0.1.5-1.1.tar.gz
Windows binaries:	r-devel: lassoshooting_0.1.5-1.1.zip, r-release: lassoshooting_0.1.5-1.1.zip, r-oldrel: lassoshooting_0.1.5-1.1.zip
macOS binaries:	r-release (arm64): lassoshooting_0.1.5-1.1.tgz, r-oldrel (arm64): lassoshooting_0.1.5-1.1.tgz, r-release (x86_64): lassoshooting_0.1.5-1.1.tgz, r-oldrel (x86_64): lassoshooting_0.1.5-1.1.tgz
Old sources:	lassoshooting archive

Reverse dependencies:

Reverse depends:	epoc, gtop, rRAP
Reverse imports:	clogitLasso

Linking:

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