Learn R Programming

⚠️There's a newer version (1.2-22) of this package.Take me there.

lasso2 (version 1.2-10)

L1 constrained estimation aka `lasso'

Description

Routines and documentation for solving regression problems while imposing an L1 constraint on the estimates, based on the algorithm of Osborne et al. (1998)

Copy Link

Version

Install

install.packages('lasso2')

Monthly Downloads

210

Version

1.2-10

License

GPL version 2 or later

Maintainer

Berwin Turlach

Last Published

October 8th, 2021

Functions in lasso2 (1.2-10)

Internal lasso functions

The Iowa Wheat Yield Data

Tests for Formula Objects

L1 Constrainted Estimation Model Object

Extract Auxiliary Information From an Object

Residuals of `l1ce' or `l1celist' Objects

Generalised Cross-Validation Score

`gcv()' Methods for `l1ce' and `l1celist' Objects.

Prostate Cancer Data

Generalized L1 Constrained Estimation Model Object

Coefficients of an `l1celist' Object

l1celist.object

Object of Several L1 Constrained Estimation Models

Trace of a Matrix

residuals.gl1ce

Compute Residuals for `gl1ce' Objects

Predict Method for `l1ce' Objects

Prediction Method for a `gl1ce' Object

Generalized Regression With L1-constraint on the Parameters

Plot Method for `l1celist' Objects

Coefficients of an `l1ce' Object

Summary Method for Generalized L1 Constrained Regression Models

`Labels' Method for `l1ce' and `l1celist' Objects

Print Methods for `l1ce', `l1celist' and `gl1ce' Objects

Deviance Method for `gl1ce' Objects

Merge Formula With Right Hand Side of Second Formula

Fitted Values for `l1ce', `l1celist' and `gl1ce' Objects

Variance-Covariance Matrix of `l1ce' or `l1celist' Objects

Deviance Method for `l1ce' and `l1celist' Objects

Regression Fitting With L1-constraint on the Parameters

Use `aux()' on a `l1celist' object

Extract.l1celist

Extract Parts of a `l1celist' Object

Summary Method for ``l1ce'' Objects (Regression with L1 Constraint)

Reconstruct the Inverse of R'R from a QR Object