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Project Description

A pure C implementation of a library to obtain lasso, elastic net, smooth lasso, the L1 regularized linear regression and variable selection estimator based on coordinate descent algorithm.

System Requirements

System requirement is not defined

Released at 2015-04-13 14:09
cdescent version 0.4.5 (2 files Hide)

Release Notes

2015-04-13 Mitsuru Utsugi <utsugi@mountain.ocn.ne.jp>

release 0.4.5

Changelog

  • add an example of reweighting L1 regression using coordinate descent
  • fix bug of function mmreal_new
  • fix bug of function atmic_add
  • add some functions for reweighting L1 regression
  • modify configure.ac for automake >= 1.12