rRAP: Real-Time Adaptive Penalization for Streaming Lasso Models
An implementation of the Real-time Adaptive Penalization (RAP) algorithm through which to iteratively update a regularization parameter in a streaming context.
Version: |
1.1 |
Depends: |
lars, lassoshooting, MASS |
Published: |
2016-10-31 |
Author: |
Ricardo Pio Monti |
Maintainer: |
Ricardo Pio Monti <ricardo.monti08 at gmail.com> |
License: |
GPL-2 |
NeedsCompilation: |
no |
CRAN checks: |
rRAP results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=rRAP
to link to this page.