ExactPath (version 1.0)

ExactPath-package: Exact Solution Paths for Regularized $L_1$ LASSO Regression

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.

Details

Package:

ExactPath

Type:

Package

Version:

1.0

Date:

2013-02-05

License:

GPL (>=2)

LazyLoad:

yes

References

Wang K. (2013) Exact LASSO linear regression. Submitted.

Examples

library(ncvreg)
data(prostate)
myfit = exact.path(as.matrix(prostate[,-9]), prostate$lpsa, verbose=TRUE)
myfit
plot(myfit)

library(ncvreg)
data(heart)
myfit = exact.path(as.matrix(heart[,-1]), heart$sbp)
myfit
plot(myfit)

library(lars)
data(diabetes)
myfit = exact.path(diabetes$x, diabetes$y, verbose=TRUE)
myfit
plot(myfit)