Package: fasterElasticNet 1.1.2

Linyu Zuo

fasterElasticNet: An Amazing Fast Way to Fit Elastic Net

Fit Elastic Net, Lasso, and Ridge regression and do cross-validation in a fast way. We build the algorithm based on Least Angle Regression by Bradley Efron, Trevor Hastie, Iain Johnstone, etc. (2004)(<doi:10.1214/009053604000000067 >) and some algorithms like Givens rotation and Forward/Back Substitution. In this way, many matrices to be computed are retained as triangular matrices which can eventually speed up the computation. The fitting algorithm for Elastic Net is written in C++ using Armadillo linear algebra library.

Authors:Jingyi Ma [aut], Qiuhong Lai [ctb], Linyu Zuo [ctb, cre], Yi Yang [ctb], Meng Su [ctb], Zhen Yu [ctb], Gege Gao [ctb], Xiao Liu [ctb], Xueni Ruan [ctb], Xinyuan Yang [ctb], Yu Bai [ctb], Zhijun Liao [ctb]

fasterElasticNet_1.1.2.tar.gz
fasterElasticNet_1.1.2.tar.gz(r-4.5-noble)fasterElasticNet_1.1.2.tar.gz(r-4.4-noble)
fasterElasticNet_1.1.2.tgz(r-4.4-emscripten)fasterElasticNet_1.1.2.tgz(r-4.3-emscripten)
fasterElasticNet.pdf |fasterElasticNet.html✨
fasterElasticNet/json (API)

# Install 'fasterElasticNet' in R:
install.packages('fasterElasticNet', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/cufesam/elastic-net/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:

1.00 score 4 scripts 174 downloads 2 exports 2 dependencies

Last updated 6 years agofrom:b1129a2f43. Checks:OK: 1 NOTE: 1. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 21 2024
R-4.5-linux-x86_64NOTENov 21 2024

Exports:elasticnetElasticNetCV

Dependencies:RcppRcppArmadillo