Learn R Programming

⚠️There's a newer version (1.2-22) of this package.Take me there.

lasso2 (version 1.2-18)

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)

Copy Link

Version

Install

install.packages('lasso2')

Monthly Downloads

210

Version

1.2-18

License

GPL (>= 2)

Maintainer

Berwin Turlach

Last Published

October 31st, 2013

Functions in lasso2 (1.2-18)

l1ce.object

L1 Constrainted Estimation Model Object
residuals.gl1ce

Compute Residuals for `gl1ce' Objects
Extract.l1celist

Extract Parts of a `l1celist' Object
vcov.l1ce

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

Plot Method for `l1celist' Objects
Prostate

Prostate Cancer Data
fitted.l1ce

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

Residuals of `l1ce' or `l1celist' Objects
summary.gl1ce

Summary Method for Generalized L1 Constrained Regression Models
gl1ce.object

Generalized L1 Constrained Estimation Model Object
deviance.gl1ce

Deviance Method for `gl1ce' Objects
aux.l1celist

Use `aux()' on a `l1celist' object
merge.formula

Merge Formula With Right Hand Side of Second Formula
coef.l1celist

Coefficients of an `l1celist' Object
print.l1ce

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

Object of Several L1 Constrained Estimation Models
predict.l1ce

Predict Method for `l1ce' Objects
is.formula

Tests for Formula Objects
lasso-internal

Internal lasso functions
gl1ce

Generalized Regression With L1-constraint on the Parameters
gcv

Generalised Cross-Validation Score
Iowa

The Iowa Wheat Yield Data
aux

Extract Auxiliary Information From an Object
gcv.l1ce

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

Deviance Method for `l1ce' and `l1celist' Objects
predict.gl1ce

Prediction Method for a `gl1ce' Object
l1ce

Regression Fitting With L1-constraint on the Parameters
summary.l1ce

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

Coefficients of an `l1ce' Object
labels.l1ce

`Labels' Method for `l1ce' and `l1celist' Objects
qr.rtr.inv

Reconstruct the Inverse of R'R from a QR Object
tr

Trace of a Matrix