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

Documentation:

Reference manual: rRAP.pdf

Downloads:

Package source: rRAP_1.1.tar.gz
Windows binaries: r-devel: rRAP_1.1.zip, r-release: rRAP_1.1.zip, r-oldrel: rRAP_1.1.zip
macOS binaries: r-release (arm64): rRAP_1.1.tgz, r-oldrel (arm64): rRAP_1.1.tgz, r-release (x86_64): rRAP_1.1.tgz, r-oldrel (x86_64): rRAP_1.1.tgz
Old sources: rRAP archive

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