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
DOI: 10.32614/CRAN.package.lassoshooting
Author: Tobias Abenius
Maintainer: Tobias Abenius <Tobias.Abenius at>
License: LGPL-3
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: lassoshooting results


Reference manual: lassoshooting.pdf


Package source: lassoshooting_0.1.5-1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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, rRAP
Reverse imports: clogitLasso


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