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Projeto Descrição

A pure C implementation of a library to obtain lasso, elastic net, smooth lasso, the L1 regularized linear regression and variable selection estimator based on coordinate descent algorithm.

System Requirements

System requirement is not defined

Liberado: 2014-11-08 18:58
cdescent version 0.4.2 (2 files Esconder)

Release Notes

2014-11-08 Mitsuru Utsugi <utsugi@mountain.ocn.ne.jp>

  • release 0.4.2

Changelog

  • add pathwiseopt object for pathwise CCD optimization
  • modify interface of linregmodel_new routine
  • add mm_real_xj_ssq routine