extlasso: Maximum penalized likelihood estimation with extended lasso penalty
Version 0.2

The package estimates coefficients of extended LASSO penalized linear regression and generalized linear models. Currently lasso and elastic net penalized linear regression and generalized linear models are considered. The package currently utilizes an accurate approximation of L1 penalty and then a modified Jacobi algorithm to estimate the coefficients. There is provision for plotting of the solutions and predictions of coefficients at given values of lambda. The package also contains functions for cross validation to select a suitable lambda value given the data. The package also provides a function for estimation in fused lasso penalized linear regression.

AuthorB N Mandal <mandal.stat@gmail.com> and Jun Ma <jun.ma@mq.edu.au>
Date of publication2014-08-19 07:54:21
MaintainerB N Mandal <mandal.stat@gmail.com>
LicenseGPL (>= 2)
Version0.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("extlasso")

Popular man pages

bars: Error bars
cv.extlasso: k-fold cross validation for penalized generalized linear...
cv.poisson: k-fold cross validation for penalized generalized linear...
extlasso.binom.lambda: Coefficients of penalized generalized linear models for a...
fold: Particular fold of a data after k fold partition
fusedlasso: Fused lasso penalized linear regression
msefun.poisson: Deviances for hold out data in cross validation
See all...

All man pages Function index File listing

Man pages

bars: Error bars
coef.extlasso: Extract coefficients from a fitted extlasso object
cv.binomial: k-fold cross validation for penalized generalized linear...
cv.extlasso: k-fold cross validation for penalized generalized linear...
cv.normal: k-fold cross validation for penalized generalized linear...
cv.poisson: k-fold cross validation for penalized generalized linear...
extlasso: Entire regularization path of penalized generalized linear...
extlasso.binomial: Entire regularization path of penalized generalized linear...
extlasso.binom.lambda: Coefficients of penalized generalized linear models for a...
extlasso.normal: Entire regularization path of penalized generalized linear...
extlasso.norm.lambda: Coefficients of penalized generalized linear models for a...
extlasso.pois.lambda: Coefficients of penalized generalized linear models for a...
extlasso.poisson: Entire regularization path of penalized generalized linear...
fl.lambda: Coefficients of fused lasso penalized regression for a given...
fold: Particular fold of a data after k fold partition
fusedlasso: Fused lasso penalized linear regression
kfold: k-fold partition of data at random
msefun.binomial: Deviances for hold out data in cross validation
msefun.normal: Prediction means squared errors for hold out data in cross...
msefun.poisson: Deviances for hold out data in cross validation
plot.extlasso: Plot of regularization path
predict.extlasso: Prediction of coefficients of a penalized linear regression...

Functions

bars Man page Source code
coef.extlasso Man page Source code
cv.binomial Man page Source code
cv.extlasso Man page Source code
cv.normal Man page Source code
cv.poisson Man page Source code
extlasso Man page Source code
extlasso.binom.lambda Man page Source code
extlasso.binomial Man page Source code
extlasso.norm.lambda Man page Source code
extlasso.normal Man page Source code
extlasso.pois.lambda Man page Source code
extlasso.poisson Man page Source code
fl.lambda Man page Source code
fold Man page Source code
fusedlasso Man page Source code
kfold Man page Source code
msefun.binomial Man page Source code
msefun.normal Man page Source code
msefun.poisson Man page Source code
plot.extlasso Man page Source code
predict.extlasso Man page Source code

Files

NAMESPACE
R
R/extlasso.R
MD5
DESCRIPTION
man
man/extlasso.binomial.Rd
man/extlasso.normal.Rd
man/cv.extlasso.Rd
man/extlasso.pois.lambda.Rd
man/kfold.Rd
man/fl.lambda.Rd
man/fusedlasso.Rd
man/msefun.poisson.Rd
man/msefun.binomial.Rd
man/coef.extlasso.Rd
man/predict.extlasso.Rd
man/msefun.normal.Rd
man/extlasso.Rd
man/extlasso.poisson.Rd
man/bars.Rd
man/fold.Rd
man/cv.binomial.Rd
man/cv.normal.Rd
man/plot.extlasso.Rd
man/extlasso.norm.lambda.Rd
man/cv.poisson.Rd
man/extlasso.binom.lambda.Rd
extlasso documentation built on May 20, 2017, 12:53 a.m.

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