L1 constrained Regression in C

Question

I need Lasso/L1 constrained Regression Library in C. AFAIK, NAG does not support it. R has a package to do it but I need to do it in C. Any idea?

What libraries can you use? I wrote my own C version, which is really not that hard TBH. You can use the CRAN version as a prototype — Foo Bah, Aug 14 '11 at 02:48

score 2 · Answer 1 · answered Apr 05 '11 at 17:38

2

You could embed R in your application.

answered Apr 05 '11 at 17:38

Michael Dillon

score 2 · Answer 2 · answered Feb 26 '12 at 00:02

If you can use C++ this library might already have what you want: http://www.di.ens.fr/willow/SPAMS/index.html

score 1 · Accepted Answer · answered Aug 24 '12 at 23:40

1

Thanks. I wrote my own C function and it worked well.

answered Aug 24 '12 at 23:40

Pratik Poddar

Can you provide your solution ? – dwbrito Jun 30 '13 at 21:42
@dwbrito Here's the implentation in C, in bbr package. All code & executables are hosted at Google Code project page. Main page http://www.bayesianregression.org/ and project page http://code.google.com/p/bbrbmr/downloads/list – ekta Jan 16 '14 at 18:50

3 Answers3