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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
Version
1.1
1.0
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)
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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