更快的Elastic-Net|fasterElasticNet

鉴于CRAN目前的Elastic-Net算法速度较慢，因此我们考虑对其算法进行优化，运用givens变换以及前向/后向更新等方法在保证精度的同时对速度进行优化，并借助RcppArmadillo线性矩阵计算库对速度做进一步的提升，优化后速度有较大幅度的提升。

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Info

Version: 1.1.2

Date: 2018-07.19

Author: Jingyi Ma, Qiuhong Lai, Linyu Zuo, Xinyuan Yang, Xiao Liu, Yu Bai, Meng Su, Yi Yang, Zhijun Liao

Maintainer: Jingyi Ma jingyima@163.com

License: GPL (>= 2)

Imports: Rcpp (>= 0.12.16)

LinkingTo: Rcpp, RcppArmadillo

NeedsCompilation: yes

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installation

• install devtools

install.packages(devtools)

• install Rcpp and RcppArmadillo

install.packages(c('Rcpp', 'RcppArmadillo'))

• install fasterElasticNet

devtools::install_github('CUFESAM/Elastic-Net')

• install fasterElasticNet without openmp supporting Usually using clang with xcode

devtools::install_github('CUFESAM/Elastic-Net', ref = 'MacOXS')

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更新日志|Update log

v1.1.2|18.7.19

• Add a predict function.
• Update Makevars

v1.1.1|18.6.18

• Update Rd, edit functions' name.

v1.1.0

• Adding Dataset 'Housing'.

v1.0.0

• Creat Package and upload.