lasso2 v1.2-15

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

Date 2013-04-17
License GPL (>= 2)
URL http://www.maths.uwa.edu.au/~berwin/software/lasso.html
Packaged 2013-04-18 05:05:41 UTC; berwin
NeedsCompilation yes
Repository CRAN
Date/Publication 2013-04-18 08:27:34

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