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ExactPath (version 1.0)

Exact solution paths for regularized LASSO regressions with L_1 penalty

Description

ExactPath implements an algorithm for exact LASSO solution. Two methods are provided to print and visualize the whole solution paths. Use ?ExactPath to see an introduction. Packages ncvreg and lars are required so that their data sets can be used in examples.

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Version

Install

install.packages('ExactPath')

Monthly Downloads

3

Version

1.0

License

GPL (>= 2)

Maintainer

Kai Wang

Last Published

February 6th, 2013

Functions in ExactPath (1.0)

print.path

Print a "path" Object
LASSO.exact

Generate Information on the Next Interval for $\lambda$
ExactPath-package

Exact Solution Paths for Regularized $L_1$ LASSO Regression
exact.path

Generate Exact Solution Path
plot.path

Plot Exact Solution Paths from a "path" Object