lasso2 v1.2-4

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by Berwin Turlach

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

Date 2006-01-06
License GPL version 2 or later
URL http://www.maths.uwa.edu.au/~berwin/software/lasso.html
Packaged Fri Jan 6 12:06:43 2006; berwin

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