lasso2: 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)

Install the latest version of this package by entering the following in R:
install.packages("lasso2")
AuthorJustin Lokhorst, Bill Venables and Berwin Turlach; port to R, tests etc: Martin Maechler <maechler@stat.math.ethz.ch>
Date of publication2014-05-31 18:51:05
MaintainerBerwin Turlach <Berwin.Turlach@gmail.com>
LicenseGPL (>= 2)
Version1.2-19
http://www.maths.uwa.edu.au/~berwin/software/lasso.html

View on CRAN

Man pages

coef.l1ce: Coefficients of an 'l1ce' Object

coef.l1celist: Coefficients of an 'l1celist' Object

deviance.gl1ce: Deviance Method for 'gl1ce' Objects

deviance.l1ce: Deviance Method for 'l1ce' and 'l1celist' Objects

Extract.l1celist: Extract Parts of a 'l1celist' Object

fitted.l1ce: Fitted Values for 'l1ce', 'l1celist' and 'gl1ce' Objects

gcv: Generalised Cross-Validation Score

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

gl1ce: Generalized Regression With L1-constraint on the Parameters

gl1ce.object: Generalized L1 Constrained Estimation Model Object

Iowa: The Iowa Wheat Yield Data

is.formula: Tests for Formula Objects

l1ce: Regression Fitting With L1-constraint on the Parameters

l1celist.object: Object of Several L1 Constrained Estimation Models

l1ce.object: L1 Constrainted Estimation Model Object

labels.l1ce: 'Labels' Method for 'l1ce' and 'l1celist' Objects

lasso-internal: Internal lasso functions

merge.formula: Merge Formula With Right Hand Side of Second Formula

plot.l1celist: Plot Method for 'l1celist' Objects

predict.gl1ce: Prediction Method for a 'gl1ce' Object

predict.l1ce: Predict Method for 'l1ce' Objects

print.l1ce: Print Methods for 'l1ce', 'l1celist' and 'gl1ce' Objects

Prostate: Prostate Cancer Data

qr.rtr.inv: Reconstruct the Inverse of R'R from a QR Object

residuals.gl1ce: Compute Residuals for 'gl1ce' Objects

residuals.l1ce: Residuals of 'l1ce' or 'l1celist' Objects

summary.gl1ce: Summary Method for Generalized L1 Constrained Regression...

summary.l1ce: Summary Method for "l1ce" Objects (Regression with L1...

tr: Trace of a Matrix

vcov.l1ce: Variance-Covariance Matrix of 'l1ce' or 'l1celist' Objects

zaux: Extract Auxiliary Information From an Object

zaux.l1celist: Use 'aux()' on a 'l1celist' object

Functions

aux Man page
aux.l1celist Man page
coef.l1ce Man page
coef.l1celist Man page
deviance.gl1ce Man page
deviance.l1ce Man page
deviance.l1celist Man page
family.gl1ce Man page
fitted.l1ce Man page
fitted.l1celist Man page
gcv Man page
gcv.l1ce Man page
gcv.l1celist Man page
gl1ce Man page
gl1ce.object Man page
Iowa Man page
is.formula Man page
l1ce Man page
[.l1celist Man page
[[.l1celist Man page
l1celist.object Man page
l1ce.object Man page
labels.l1ce Man page
labels.l1celist Man page
merge.formula Man page
opt.covmat Man page
plot.l1celist Man page
predict.gl1ce Man page
predict.l1ce Man page
print.gl1ce Man page
print.l1ce Man page
print.l1celist Man page
print.summary.gl1ce Man page
print.summary.l1ce Man page
Prostate Man page
qr.rtr.inv Man page
residuals.gl1ce Man page
residuals.l1ce Man page
residuals.l1celist Man page
summary.gl1ce Man page
summary.l1ce Man page
tib.covmat Man page
tr Man page
vcov.l1ce Man page
vcov.l1celist Man page

Files

inst
inst/COPYRIGHTS
inst/COPYRIGHTS/COPYRIGHT
inst/doc
inst/doc/Manual-vignette.Rnw
inst/doc/Manual-vignette.pdf
inst/doc/lasso.html
tests
tests/l1ce-tst.R
src
src/lasso.h
src/lasso.c
NAMESPACE
GPL-2
data
data/Prostate.rda
data/Iowa.tab.gz
R
R/labels.q
R/gcv.q
R/deviance.q
R/residuals.q
R/misc.q
R/plot.q
R/predict.q
R/summary.q
R/vcov.q
R/fitted.q
R/gl1ce.q
R/print.q
R/formula.util.q
R/zzz.q
R/coef.q
R/l1ce.q
vignettes
vignettes/Manual-vignette.Rnw
vignettes/Manual-wo-help.pdf
MD5
README
build
build/vignette.rds
DESCRIPTION
ChangeLog
man
man/l1ce.Rd man/predict.gl1ce.Rd man/residuals.l1ce.Rd man/Iowa.Rd man/plot.l1celist.Rd man/coef.l1celist.Rd man/summary.l1ce.Rd man/is.formula.Rd man/predict.l1ce.Rd man/deviance.l1ce.Rd man/fitted.l1ce.Rd man/gl1ce.object.Rd man/zaux.l1celist.Rd man/labels.l1ce.Rd man/Prostate.Rd man/lasso-internal.Rd man/zaux.Rd man/gl1ce.Rd man/qr.rtr.inv.Rd man/print.l1ce.Rd man/merge.formula.Rd man/summary.gl1ce.Rd man/vcov.l1ce.Rd man/coef.l1ce.Rd man/l1ce.object.Rd man/Extract.l1celist.Rd man/l1celist.object.Rd man/tr.Rd man/residuals.gl1ce.Rd man/gcv.Rd man/deviance.gl1ce.Rd man/gcv.l1ce.Rd
GPL-3
INDEX

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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All documentation is copyright its authors; we didn't write any of that.