Linearized Bregman Algorithms for Generalized Linear Models

Efficient procedures for fitting the regularization path for linear, binomial, multinomial, Ising and Potts models with lasso, group lasso or column lasso(only for multinomial) penalty. The package uses Linearized Bregman Algorithm to solve the regularization path through iterations. Bregman Inverse Scale Space Differential Inclusion solver is also provided for linear model with lasso penalty.


Reference manual

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1.6 by Jiechao Xiong, 3 years ago

Browse source code at

Authors: Feng Ruan , Jiechao Xiong and Yuan Yao

Documentation:   PDF Manual  

GPL-2 license

Depends on nnls

Suggests lars, MASS, igraph

System requirements: GNU Scientific Library (GSL)

See at CRAN