Learn R Programming

nnlasso (version 0.3)

Non-Negative Lasso and Elastic Net Penalized Generalized Linear Models

Description

Estimates of coefficients of lasso penalized linear regression and generalized linear models subject to non-negativity constraints on the parameters using multiplicative iterative algorithm. Entire regularization path for a sequence of lambda values can be obtained. Functions are available for creating plots of regularization path, cross validation and estimating coefficients at a given lambda value. There is also provision for obtaining standard error of coefficient estimates.

Copy Link

Version

Install

install.packages('nnlasso')

Monthly Downloads

250

Version

0.3

License

GPL (>= 2)

Maintainer

B N Mandal

Last Published

March 10th, 2016

Functions in nnlasso (0.3)

fold

Particular fold of a data after k fold partition
car

The car data
bars

Error bars
msefun.binomial

Deviances for hold out data in cross validation
cv.nnlasso.poisson

k-fold cross validation for penalized generalized linear models for poisson family
cv.nnlasso

k-fold cross validation for penalized generalized linear models for normal/binomial/poisson family
msefun.normal

Prediction means squared errors for hold out data in cross validation
cv.nnlasso.normal

k-fold cross validation for penalized generalized linear models for normal family
plot.nnlasso

Plot of regularization path
coef.nnlasso

Extract coefficients from a fitted nnlasso object
nnlasso.binomial.lambda

Coefficients of non-negative penalized generalized linear models for a given lambda for binomial family
nnlasso.binomial

Entire regularization path of non-negative penalized generalized linear model for binomial family using using Multiplicative Iterative Algorithm
kfold

k-fold partition of data at random
nnlasso.normal.lambda

Coefficients of non-negative penalized generalized linear models for a given lambda for normal family
nnlasso.poisson.lambda

Coefficients of non-negative penalized generalized linear models for a given lambda for Poisson family
predict.nnlasso

Prediction of coefficients of a penalized linear regression or generalized linear models
nnlasso.poisson

Entire regularization path of non-negative penalized generalized linear model for poisson family using multiplicative iterative algorithm
nnlasso.normal

Entire regularization path of non-negative penalized generalized linear model for normal family using Multiplicative Iterative Algorithm
msefun.poisson

Deviances for hold out data in cross validation
nnlasso

Entire regularization path of non-negative penalized generalized linear model for normal/binomial/poisson family using multiplicative iterative algorithm
cv.nnlasso.binomial

k-fold cross validation for penalized generalized linear models subject to non-negativity constrains for binomial family