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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

Released at 2014-11-08 18:58
cdescent version 0.4.2 (2 files Hide)

Release Notes

2014-11-08 Mitsuru Utsugi <utsugi@mountain.ocn.ne.jp>

  • release 0.4.2

Changelog

  • add pathwiseopt object for pathwise CCD optimization
  • modify interface of linregmodel_new routine
  • add mm_real_xj_ssq routine