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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.1 by Ricardo Pio Monti, 5 years ago

Browse source code at

Authors: Ricardo Pio Monti

Documentation:   PDF Manual  

GPL-2 license

Depends on lars, lassoshooting, MASS

See at CRAN