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lasso2 (version 1.2-21.1)

L1 Constrained Estimation aka `lasso'

Description

Routines and documentation for solving regression problems while imposing an L1 constraint on the estimates, based on the algorithm of Osborne et al. (1998).

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Version

Install

install.packages('lasso2')

Monthly Downloads

200

Version

1.2-21.1

License

GPL (>= 2)

Maintainer

Berwin Turlach

Last Published

September 22nd, 2020

Functions in lasso2 (1.2-21.1)

Extract.l1celist

Extract Parts of a `l1celist' Object

Deviance Method for `l1ce' and `l1celist' Objects

Prostate Cancer Data

Coefficients of an `l1celist' Object

Generalised Cross-Validation Score

`gcv()' Methods for `l1ce' and `l1celist' Objects.

Coefficients of an `l1ce' Object

Fitted Values for `l1ce', `l1celist' and `gl1ce' Objects

The Iowa Wheat Yield Data

`Labels' Method for `l1ce' and `l1celist' Objects

Deviance Method for `gl1ce' Objects

Generalized Regression With L1-constraint on the Parameters

Merge Formula With Right Hand Side of Second Formula

Tests for Formula Objects

L1 Constrainted Estimation Model Object

Generalized L1 Constrained Estimation Model Object

l1celist.object

Object of Several L1 Constrained Estimation Models

Internal lasso functions

Summary Method for ``l1ce'' Objects (Regression with L1 Constraint)

Trace of a Matrix

Summary Method for Generalized L1 Constrained Regression Models

Print Methods for `l1ce', `l1celist' and `gl1ce' Objects

Residuals of `l1ce' or `l1celist' Objects

residuals.gl1ce

Compute Residuals for `gl1ce' Objects

Reconstruct the Inverse of R'R from a QR Object

Regression Fitting With L1-constraint on the Parameters

Variance-Covariance Matrix of `l1ce' or `l1celist' Objects

Plot Method for `l1celist' Objects

Predict Method for `l1ce' Objects

Prediction Method for a `gl1ce' Object

Extract Auxiliary Information From an Object

Use `aux()' on a `l1celist' object