lasso2 v1.1-0

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

Date 2004-02-05
License GPL version 2 or later
URL http://www.maths.uwa.edu.au/~berwin/software/lasso.html
Packaged Thu Feb 5 10:52:00 2004; maechler

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