lasso2 v1.2-14

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

Date 2012-11-20
License GPL (>= 2)
URL http://www.maths.uwa.edu.au/~berwin/software/lasso.html
Packaged 2012-11-20 10:49:27 UTC; ripley
Repository CRAN
Date/Publication 2012-11-20 10:51:31

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