lassoshooting : L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting

Package: lassoshooting
Version: 0.1.5-1
Date: 2012-04-26
Title: L1 regularized regression (Lasso) solver using the Cyclic
Coordinate Descent algorithm aka Lasso Shooting
Author: Tobias Abenius <Tobias.Abenius@Chalmers.se>
Maintainer: Tobias Abenius <Tobias.Abenius@Chalmers.se>
Depends: R (>= 2.12.0)
Description: 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.
License: LGPL-3
Packaged: 2012-05-02 09:52:31 UTC; btobias
Repository: CRAN
Date/Publication: 2012-05-02 10:30:05