lasso2 v1.2-10

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by Berwin Turlach

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

Date 2009-01-26
License GPL version 2 or later
URL http://www.maths.uwa.edu.au/~berwin/software/lasso.html
Packaged Mon Jan 26 15:42:26 2009; berwin

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