orderedLasso (version 1.7.1)

Ordered Lasso and Time-Lag Sparse Regression

Description

Ordered lasso and time-lag sparse regression. Ordered Lasso fits a linear model and imposes an order constraint on the coefficients. It writes the coefficients as positive and negative parts, and requires positive parts and negative parts are non-increasing and positive. Time-Lag Lasso generalizes the ordered Lasso to a general data matrix with multiple predictors. For more details, see Suo, X.,Tibshirani, R., (2014) 'An Ordered Lasso and Sparse Time-lagged Regression'.

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Install

install.packages('orderedLasso')

Monthly Downloads

20

Version

1.7.1

License

GPL-2

Maintainer

Last Published

January 7th, 2019

Functions in orderedLasso (1.7.1)