# lasso2 v1.0-4

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## 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 | |

[.l1celist | Subscript a `l1celist' Object | |

deviance.gl1ce | Deviance Method for `gl1ce' Objects | |

is.formula | Tests for Formula Objects | |

lasso-internal | Internal lasso functions | |

aux | Extract Auxiliary Information From an Object | |

tr | Trace of a Matrix | |

merge.formula | Merge Formula With Right Hand Side of Second Formula | |

vcov.l1ce | Variance-Covariance Matrix of `l1ce' or `l1celist' Objects | |

Prostate | Prostate Cancer Data | |

plot.l1celist | Plot Method for `l1celist' Objects | |

residuals.l1ce | Residuals of `l1ce' or `l1celist' Objects | |

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

l1ce.object | L1 Constrainted Estimation Model Object | |

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

summary.gl1ce | Summary Method for Generalized L1 Constrained Regression Models | |

fitted.l1ce | Fitted Values for `l1ce' and `l1celist' Objects | |

labels.l1ce | `Labels' Method for `l1ce' and `l1celist' Objects | |

predict.l1ce | Predict Method for `l1ce' Objects | |

Iowa | The Iowa Wheat Yield Data | |

print.l1ce | Print Methods for `l1ce', `l1celist' and `gl1ce' Objects | |

l1celist.object | Object of Several L1 Constrained Estimation Models | |

coef.l1celist | Coefficients of an `l1celist' Object | |

residuals.gl1ce | Compute Residuals for `gl1ce' Objects | |

qr.rtr.inv | Reconstruct the Inverse of R'R from a QR Object | |

predict.gl1ce | Prediction Method for a `gl1ce' Object | |

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

l1ce | Regression Fitting With L1-constraint on the Parameters | |

gl1ce | Generalized Regression With L1-constraint on the Parameters | |

gl1ce.object | Generalized L1 Constrained Estimation Model Object | |

gcv | Generalised Cross-Validation Score | |

deviance.l1ce | Deviance Method for `l1ce' and `l1celist' Objects | |

coef.l1ce | Coefficients of an `l1ce' Object | |

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## Last month downloads

## Details

Date | 2003-12-29 |

License | GPL version 2 or later |

URL | http://www.maths.uwa.edu.au/~berwin/software/lasso.html |

Packaged | Mon Dec 29 23:37:09 2003; maechler |

Contributors | Bill Venables, Justin Lokhorst, Berwin Turlach, Martin Maechler |

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