lasso2 v1.2-4
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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 | |
| 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 | |
| No Results! | ||
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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 |
| depends | base (>= 1.7.1) , R (>= 1.7.1) |
| Contributors | Bill Venables, Justin Lokhorst, Berwin Turlach, port R, Martin Maechler |
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