lasso2 v1.2-20

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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
coef.l1celist Coefficients of an `l1celist' Object
plot.l1celist Plot Method for `l1celist' Objects
residuals.gl1ce Compute Residuals for `gl1ce' Objects
residuals.l1ce Residuals of `l1ce' or `l1celist' Objects
deviance.l1ce Deviance Method for `l1ce' and `l1celist' Objects
fitted.l1ce Fitted Values for `l1ce', `l1celist' and `gl1ce' Objects
Prostate Prostate Cancer Data
coef.l1ce Coefficients of an `l1ce' Object
labels.l1ce `Labels' Method for `l1ce' and `l1celist' Objects
gl1ce Generalized Regression With L1-constraint on the Parameters
gcv Generalised Cross-Validation Score
gl1ce.object Generalized L1 Constrained Estimation Model Object
lasso-internal Internal lasso functions
gcv.l1ce `gcv()' Methods for `l1ce' and `l1celist' Objects.
Extract.l1celist Extract Parts of a `l1celist' Object
l1ce.object L1 Constrainted Estimation Model Object
Iowa The Iowa Wheat Yield Data
is.formula Tests for Formula Objects
l1celist.object Object of Several L1 Constrained Estimation Models
l1ce Regression Fitting With L1-constraint on the Parameters
print.l1ce Print Methods for `l1ce', `l1celist' and `gl1ce' Objects
qr.rtr.inv Reconstruct the Inverse of R'R from a QR Object
predict.gl1ce Prediction Method for a `gl1ce' Object
predict.l1ce Predict Method for `l1ce' Objects
tr Trace of a Matrix
vcov.l1ce Variance-Covariance Matrix of `l1ce' or `l1celist' Objects
summary.gl1ce Summary Method for Generalized L1 Constrained Regression Models
summary.l1ce Summary Method for ``l1ce'' Objects (Regression with L1 Constraint)
aux.l1celist Use `aux()' on a `l1celist' object
aux Extract Auxiliary Information From an Object
merge.formula Merge Formula With Right Hand Side of Second Formula
deviance.gl1ce Deviance Method for `gl1ce' Objects
No Results!

Vignettes of lasso2

Name
Manual-vignette.Rnw
Manual-wo-help.pdf
No Results!

Last month downloads

Details

Date 2018-11-27
License GPL (>= 2)
URL http://www.maths.uwa.edu.au/~berwin/software/lasso.html
Packaged 2018-11-27 08:49:28 UTC; berwin
NeedsCompilation yes
Repository CRAN
Date/Publication 2018-11-27 09:30:03 UTC

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