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biglasso

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.

Functions (11)

biglasso

Fit lasso penalized regression path for big data

biglasso-package

Extending Lasso Model Fitting to Big Data

colon

Gene expression data from colon-cancer patients

cv.biglasso

Cross-validation for biglasso

loss.biglasso

Internal biglasso functions

plot.biglasso

Plot coefficients from a "biglasso" object

plot.cv.biglasso

Plots the cross-validation curve from a "cv.biglasso" object

predict.biglasso

Model predictions based on a fitted biglasso object

predict.cv.biglasso

Model predictions based on a fitted cv.biglasso object

setupX

Set up design matrix X by reading data from big data file

summary.cv.biglasso

Summarizing inferences based on cross-validation

biglasso

Extending Lasso Model Fitting to Big Data

v1.4.1
GPL-3
Authors
Yaohui Zeng [aut,cre], Chuyi Wang [aut,cre], Patrick Breheny [ctb]
Initial release
2021-01-29

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