lasso2 v1.0-2


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