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rRAP (version 1.1)

Real-Time Adaptive Penalization for Streaming Lasso Models

Description

An implementation of the Real-time Adaptive Penalization (RAP) algorithm through which to iteratively update a regularization parameter in a streaming context.

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Version

Install

install.packages('rRAP')

Monthly Downloads

29

Version

1.1

License

GPL-2

Maintainer

Ricardo Pio Monti

Last Published

October 31st, 2016

Functions in rRAP (1.1)

update.RAP

Update sparsity parameter and regression coefficients
predict.RAP

Predict method for RAP objects
rRAP-package

Real-Time Adaptive Penalization for Streaming Lasso Models
RAP

Initialization of a RAP object