# l1ce

0th

Percentile

##### Regression Fitting With L1-constraint on the Parameters

Returns an object of class "l1ce" or "licelist" that represents fit(s) of linear models while imposing L1 constraint(s) on the parameters.

Keywords
models, regression, optimize
##### Usage
l1ce(formula, data = sys.parent(), weights, subset, na.action,
sweep.out = ~ 1, x = FALSE, y = FALSE,
contrasts = NULL, standardize = TRUE,
trace = FALSE, guess.constrained.coefficients = double(p),
bound = 0.5, absolute.t = FALSE)
##### Value

an object of class l1ce (if bound was a single value) or l1celist (if bound was a vector of values) is returned. See l1ce.object and l1celist.object for details.

##### References

Osborne, M.R., Presnell, B. and Turlach, B.A. (2000) On the LASSO and its Dual, Journal of Computational and Graphical Statistics 9(2), 319--337.

Tibshirani, R. (1996) Regression shrinkage and selection via the lasso, Journal of the Royal Statistical Society, Series B 58(1), 267--288.

##### Examples
data(Iowa)
l1c.I <- l1ce(Yield ~ ., Iowa, bound = 10, absolute.t=TRUE)
l1c.I

## The same, printing information in each step:
l1ce(Yield ~ ., Iowa, bound = 10, trace = TRUE, absolute.t=TRUE)

data(Prostate)
l1c.P <- l1ce(lpsa ~ ., Prostate, bound=(1:30)/30)
length(l1c.P)# 30 l1ce models
l1c.P # -- MM: too large; should do this in summary(.)!
<testonly>str(l1c.P, max.lev = 1)</testonly>

plot(resid(l1c.I) ~ fitted(l1c.I))
abline(h = 0, lty = 3, lwd = .2)
Documentation reproduced from package lasso2, version 1.2-0, License: GPL version 2 or later

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