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lasso2 (version 1.0-2)

L1 constrained estimation aka `lasso'

Description

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

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Version

Install

install.packages('lasso2')

Monthly Downloads

210

Version

1.0-2

License

GPL version 2 or later

Maintainer

Martin Maechler

Last Published

October 8th, 2021

Functions in lasso2 (1.0-2)

Generalised Cross-Validation Score

Use `aux()' on a `l1celist' object

Deviance Method for `l1ce' and `l1celist' Objects

Extract Auxiliary Information From an Object

Deviance Method for `gl1ce' Objects

Variance-Covariance Matrix

The Iowa Wheat Yield Data

Coefficients of an `l1ce' Object

Residuals of `l1ce' or `l1celist' Objects

Trace of a Matrix

Coefficients of an `l1celist' Object

Variance-Covariance Matrix of `l1ce' or `l1celist' Objects

`gcv()' Methods for `l1ce' and `l1celist' Objects.

Prostate Cancer Data

Generalized Regression With L1-constraint on the Parameters

Generalized L1 Constrained Estimation Model Object

Summary Method for Generalized L1 Constrained Regression Models

Use `predict()' on a `gl1ce' object

Tests for Formula Objects

Predict Method for `l1ce' Objects

Subscript a `l1celist' Object

Plot Method for `l1celist' Objects

Internal lasso functions

`Labels' Method for `l1ce' and `l1celist' Objects

Print Methods for `l1ce', `l1celist' and `gl1ce' Objects

Fitted Values for `l1ce' and `l1celist' Objects

l1celist.object

Object of Several L1 Constrained Estimation Models

Reconstruct the Inverse of R'R from a QR Object

Merge Formula With Right Hand Side of Second Formula

residuals.gl1ce

Compute Residuals for `gl1ce' Objects

Summary Method for ``l1ce'' Objects (Regression with L1 Constraint)

Regression Fitting With L1-constraint on the Parameters

L1 Constrainted Estimation Model Object