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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: 2014-10-31 13:16
cdescent version 0.4.1 (2 files Esconder)

Release Notes

2014-10-31 Mitsuru Utsugi <utsugi@mountain.ocn.ne.jp>

  • release 0.4.1

Changelog

2014-10-31 Mitsuru Utsugi <utsugi@mountain.ocn.ne.jp>

  • release 0.4.1
  • add pathwise CCD routine
  • modify BIC evaluation routines