LASSO and Elastic Net (Adaptive) Penalized Least Squares, Logistic Regression, HHSVM, Squared Hinge SVM and Expectile Regression using a Fast GCD Algorithm

A generalized coordinate descent (GCD) algorithm for computing the solution path of the hybrid Huberized support vector machine (HHSVM) and its generalization, including the LASSO and elastic net (adaptive) penalized least squares, logistic regression, HHSVM, squared hinge loss SVM and expectile regression.


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install.packages("gcdnet")

1.0.5 by Yi Yang, 3 years ago


https://github.com/emeryyi/gcdnet


Browse source code at https://github.com/cran/gcdnet


Authors: Yi Yang <[email protected]> , Hui Zou <[email protected]>


Documentation:   PDF Manual  


GPL-2 license


Depends on Matrix, methods


Imported by higlasso.


See at CRAN