lasso2 v1.2-18


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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
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
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Last month downloads


Date 2013-10-31
License GPL (>= 2)
Packaged 2013-10-31 07:59:18 UTC; berwin
NeedsCompilation yes
Repository CRAN
Date/Publication 2013-10-31 09:56:43

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