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lasso2 (version 1.1-0)

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

1.1-0

License

GPL version 2 or later

Maintainer

Martin Maechler

Last Published

October 8th, 2021

Functions in lasso2 (1.1-0)

Residuals of `l1ce' or `l1celist' Objects

Coefficients of an `l1ce' Object

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

Subscript a `l1celist' Object

Fitted Values for `l1ce', `l1celist' and `gl1ce' Objects

Trace of a Matrix

Prediction Method for a `gl1ce' Object

Merge Formula With Right Hand Side of Second Formula

L1 Constrainted Estimation Model Object

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

Plot Method for `l1celist' Objects

Coefficients of an `l1celist' Object

l1celist.object

Object of Several L1 Constrained Estimation Models

Extract Auxiliary Information From an Object

Generalised Cross-Validation Score

Summary Method for Generalized L1 Constrained Regression Models

Prostate Cancer Data

Internal lasso functions

Tests for Formula Objects

The Iowa Wheat Yield Data

residuals.gl1ce

Compute Residuals for `gl1ce' Objects

Predict Method for `l1ce' Objects

Generalized L1 Constrained Estimation Model Object

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

Reconstruct the Inverse of R'R from a QR Object

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

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

Deviance Method for `gl1ce' Objects

Generalized Regression With L1-constraint on the Parameters

Regression Fitting With L1-constraint on the Parameters

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

Deviance Method for `l1ce' and `l1celist' Objects