Cyclops is part of the HADES.
Cyclops (Cyclic coordinate descent for logistic, Poisson and survival analysis) is an R package for performing large scale regularized regressions.
Cyclops in an R package, with most functionality implemented in C++. Cyclops uses cyclic coordinate descent to optimize the likelihood function, which makes use of the sparse nature of the data.
Requires R (version 3.1.0 or higher). Compilation on Windows requires RTools >= 3.4.
In R, to install the latest stable version, install from CRAN:
To install the latest development version, install from GitHub. Note that this will require RTools to be installed.
Documentation can be found on the package website.
PDF versions of the documentation are also available:
Read here how you can contribute to this package.
Cyclops is licensed under Apache License 2.0. Cyclops contains the TinyThread libray.