Libra: Linearized Bregman Algorithms for Generalized Linear Models
Efficient procedures for fitting the regularization path
for linear, binomial, multinomial, Ising and Potts models with lasso,
group lasso or column lasso(only for multinomial) penalty.
The package uses Linearized Bregman Algorithm to solve the
regularization path through iterations. Bregman Inverse Scale Space Differential
Inclusion solver is also provided for linear model with lasso penalty.
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=Libra
to link to this page.