lasso2 v1.2-19

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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
is.formula Tests for Formula Objects
l1ce.object L1 Constrainted Estimation Model Object
l1celist.object Object of Several L1 Constrained Estimation Models
plot.l1celist Plot Method for `l1celist' Objects
merge.formula Merge Formula With Right Hand Side of Second Formula
print.l1ce Print Methods for `l1ce', `l1celist' and `gl1ce' Objects
aux Extract Auxiliary Information From an Object
predict.gl1ce Prediction Method for a `gl1ce' Object
fitted.l1ce Fitted Values for `l1ce', `l1celist' and `gl1ce' Objects
gcv.l1ce `gcv()' Methods for `l1ce' and `l1celist' Objects.
gl1ce.object Generalized L1 Constrained Estimation Model Object
qr.rtr.inv Reconstruct the Inverse of R'R from a QR Object
summary.gl1ce Summary Method for Generalized L1 Constrained Regression Models
vcov.l1ce Variance-Covariance Matrix of `l1ce' or `l1celist' Objects
aux.l1celist Use `aux()' on a `l1celist' object
residuals.l1ce Residuals of `l1ce' or `l1celist' Objects
residuals.gl1ce Compute Residuals for `gl1ce' Objects
tr Trace of a Matrix
predict.l1ce Predict Method for `l1ce' Objects
lasso-internal Internal lasso functions
summary.l1ce Summary Method for ``l1ce'' Objects (Regression with L1 Constraint)
l1ce Regression Fitting With L1-constraint on the Parameters
labels.l1ce `Labels' Method for `l1ce' and `l1celist' Objects
gl1ce Generalized Regression With L1-constraint on the Parameters
Iowa The Iowa Wheat Yield Data
deviance.l1ce Deviance Method for `l1ce' and `l1celist' Objects
Prostate Prostate Cancer Data
coef.l1ce Coefficients of an `l1ce' Object
coef.l1celist Coefficients of an `l1celist' Object
deviance.gl1ce Deviance Method for `gl1ce' Objects
gcv Generalised Cross-Validation Score
Extract.l1celist Extract Parts of a `l1celist' Object
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Vignettes of lasso2

Name
Manual-vignette.Rnw
Manual-wo-help.pdf
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Last month downloads

Details

Date 2014-06-01
License GPL (>= 2)
URL http://www.maths.uwa.edu.au/~berwin/software/lasso.html
Packaged 2014-05-31 16:40:13 UTC; ripley
NeedsCompilation yes
Repository CRAN
Date/Publication 2014-05-31 18:51:05

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