rRAP: 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.
| Version: |
1.1 |
| Depends: |
lars, lassoshooting, MASS |
| Published: |
2016-10-31 |
| Author: |
Ricardo Pio Monti |
| Maintainer: |
Ricardo Pio Monti <ricardo.monti08 at gmail.com> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| CRAN checks: |
rRAP results |
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