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The biglasso Package: A Memory- and Computation-E cient ...

The biglasso Package: A Memory- and Computation-E cient ...

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based upon the R package bigmemory (Kane et al. 2013), which uses the Boost C++ library and implements memory-mapped big matrix objects that can be directly used in R. Then at the C++ level, biglasso uses the C++ library of bigmemory for underlying computation and model tting. 2.2. E cient feature screening

  Packages, Bigmemory package, Bigmemory

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