lasso2 v1.2-21.1


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


Date 2020-09-22
License GPL (>= 2)
Packaged 2020-09-22 07:48:30 UTC; berwin
NeedsCompilation yes
Repository CRAN
Date/Publication 2020-09-22 08:30:12 UTC

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