biglasso

R package biglasso. Extending Lasso Model Fitting to Big Data. Extend lasso and elastic-net model fitting for ultrahigh-dimensional, multi-gigabyte data sets that cannot be loaded into memory. It’s much more memory- and computation-efficient as compared to existing lasso-fitting packages like ’glmnet’ and ’ncvreg’, thus allowing for very powerful big data analysis even with an ordinary laptop.