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.


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install.packages("rRAP")

1.1 by Ricardo Pio Monti, 2 years ago


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


Authors: Ricardo Pio Monti


Documentation:   PDF Manual  


GPL-2 license


Depends on lars, lassoshooting, MASS


See at CRAN