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islasso (version 1.5.2)

The Induced Smoothed Lasso

Description

An implementation of the induced smoothing (IS) idea to lasso regularization models to allow estimation and inference on the model coefficients (currently hypothesis testing only). Linear, logistic, Poisson and gamma regressions with several link functions are implemented. The algorithm is described in the original paper; see and discussed in a tutorial .

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Version

Install

install.packages('islasso')

Monthly Downloads

371

Version

1.5.2

License

GPL (>= 2)

Maintainer

Gianluca Sottile

Last Published

January 23rd, 2024

Functions in islasso (1.5.2)

plot.islasso

Diagnostics plots for Induced Smoothing Lasso Model
plot.islasso.path

plot coefficient profile from a fitted "islasso.path" object.
predict.islasso

Prediction method for islasso fitted objects
predict.islasso.path

Prediction method for islasso.path fitted objects
islasso.path

The Induced Smoothed lasso path
aic.islasso

Optimization for the selection of the tuning parameter
anova.islasso

General Linear Combination method for islasso objects
confint.islasso

confint method for islasso objects
is.control

Auxiliary for controlling islasso model fitting
breast

Breast Cancer microarray experiment
islasso-internal

Internal Functions
diabetes

Blood and other measurements in diabetics
Prostate

Prostate Cancer Data
simulXy

Simulate model matrix and response
summary.islasso.path

summary method for islasso.path fitted objects
summary.islasso

summary method for islasso fitted objects
islasso-package

The Induced Smoothed lasso: A practical framework for hypothesis testing in high dimensional regression
GoF.islasso.path

Optimization for the selection of the tuning parameter
islasso

The Induced Smoothed lasso