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 penalities and it can take X'X and X'y instead of X and y.

Version: 0.1.5-1
Depends: R (≥ 2.12.0)
Published: 2012-05-02
Author: Tobias Abenius
Maintainer: Tobias Abenius <Tobias.Abenius at Chalmers.se>
License: LGPL-3 (see file LICENSE)
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: lassoshooting results

Downloads:

Reference manual: lassoshooting.pdf
Package source: lassoshooting_0.1.5-1.tar.gz
Windows binaries: r-devel: lassoshooting_0.1.5-1.zip, r-release: lassoshooting_0.1.5-1.zip, r-oldrel: lassoshooting_0.1.5-1.zip
OS X Snow Leopard binaries: r-release: lassoshooting_0.1.5-1.tgz, r-oldrel: lassoshooting_0.1.5-1.tgz
OS X Mavericks binaries: r-release: lassoshooting_0.1.5-1.tgz
Old sources: lassoshooting archive

Reverse dependencies:

Reverse depends: epoc