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lasso2 (version 1.2-5)

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)

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Install

install.packages('lasso2')

Monthly Downloads

342

Version

1.2-5

License

GPL version 2 or later

Maintainer

Last Published

April 5th, 2006

Functions in lasso2 (1.2-5)