lasso2 v1.0-4

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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
[.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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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

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