lasso2 v1.2-19

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by Berwin Turlach View Source

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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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

depends	base (>= 2.15.0) , R (>= 2.15.0)
Contributors	Bill Venables, Justin Lokhorst, Berwin Turlach, port R, Martin Maechler