lasso2 v1.0-1

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by Martin Maechler

L1 constrained estimation aka `lasso'

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

Functions in lasso2

Name Description
print.l1ce Print Methods for `l1ce', `l1celist' and `gl1ce' Objects
[.l1celist Subscript a `l1celist' Object
aux Extract Auxiliary Information From an Object
fitted.l1ce Fitted Values for `l1ce' and `l1celist' Objects
Prostate Prostate Cancer Data
vcov.l1ce Variance-Covariance Matrix of `l1ce' or `l1celist' Objects
labels.l1ce `Labels' Method for `l1ce' and `l1celist' Objects
summary.gl1ce Summary Method for Generalized L1 Constrained Regression Models
deviance.gl1ce Deviance Method for `gl1ce' Objects
tr Trace of a Matrix
coef.l1ce Coefficients of an `l1ce' Object
gl1ce.object Generalized L1 Constrained Estimation Model Object
gcv Generalised Cross-Validation Score
coef.l1celist Coefficients of an `l1celist' Object
l1celist.object Object of Several L1 Constrained Estimation Models
merge.formula Merge Formula With Right Hand Side of Second Formula
residuals.gl1ce Compute Residuals for `gl1ce' Objects
aux.l1celist Use `aux()' on a `l1celist' object
Iowa The Iowa Wheat Yield Data
plot.l1celist Plot Method for `l1celist' Objects
residuals.l1ce Residuals of `l1ce' or `l1celist' Objects
summary.l1ce Summary Method for ``l1ce'' Objects (Regression with L1 Constraint)
predict.gl1ce Use `predict()' on a `gl1ce' object
gcv.l1ce `gcv()' Methods for `l1ce' and `l1celist' Objects.
l1ce.object L1 Constrainted Estimation Model Object
vcov Variance-Covariance Matrix
l1ce Regression Fitting With L1-constraint on the Parameters
is.formula Tests for Formula Objects
gl1ce Generalized Regression With L1-constraint on the Parameters
deviance.l1ce Deviance Method for `l1ce' and `l1celist' Objects
predict.l1ce Predict Method for `l1ce' Objects
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