An Amazing Fast Way to Fit Elastic Net
Overview
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.
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- Help pages
- 4includes a package overview page
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- 100%4 run in a plain check
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- 100%
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Show 2 more contributorsHide 2 contributors
- RR 4.6.0 released · 2026-04-24
- archivedRemoved from CRAN2025-12-25issues were not addressed in time
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 1.1.22018-08-11
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2018-08-11
- Total releases
- 1 / 8 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.1.0
- Bundled data
- 3.1 MB / 2 files
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