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lasso2 (version 1.2-16)

L1 constrained estimation aka `lasso'

Description

Routines and documentation for solving regression problems while imposing an L1 constraint on the estimates, based on the algorithm of Osborne et al. (1998)

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Version

Install

install.packages('lasso2')

Monthly Downloads

210

Version

1.2-16

License

GPL (>= 2)

Maintainer

Berwin Turlach

Last Published

April 19th, 2013

Functions in lasso2 (1.2-16)

Extract.l1celist

Extract Parts of a `l1celist' Object

residuals.gl1ce

Compute Residuals for `gl1ce' Objects

`Labels' Method for `l1ce' and `l1celist' Objects

Trace of a Matrix

l1celist.object

Object of Several L1 Constrained Estimation Models

Reconstruct the Inverse of R'R from a QR Object

Summary Method for Generalized L1 Constrained Regression Models

Regression Fitting With L1-constraint on the Parameters

Prediction Method for a `gl1ce' Object

Predict Method for `l1ce' Objects

L1 Constrainted Estimation Model Object

Residuals of `l1ce' or `l1celist' Objects

Tests for Formula Objects

Variance-Covariance Matrix of `l1ce' or `l1celist' Objects

Merge Formula With Right Hand Side of Second Formula

Plot Method for `l1celist' Objects

Print Methods for `l1ce', `l1celist' and `gl1ce' Objects

Prostate Cancer Data

Extract Auxiliary Information From an Object

Internal lasso functions

The Iowa Wheat Yield Data

Use `aux()' on a `l1celist' object

Generalised Cross-Validation Score

Fitted Values for `l1ce', `l1celist' and `gl1ce' Objects

Deviance Method for `l1ce' and `l1celist' Objects

Coefficients of an `l1celist' Object

Deviance Method for `gl1ce' Objects

Summary Method for ``l1ce'' Objects (Regression with L1 Constraint)

Coefficients of an `l1ce' Object

`gcv()' Methods for `l1ce' and `l1celist' Objects.

Generalized Regression With L1-constraint on the Parameters

Generalized L1 Constrained Estimation Model Object