cdescent ============ 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.
A pure C implementation of the coordinate descent algorithm to solve L1 regularized linear regression problem
cdescent ============ 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.
A pure C implementation of the coordinate descent algorithm to solve L1 regularized linear regression problem
GNU Lesser General Public License v3.0