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).

Package details

AuthorJustin Lokhorst, Bill Venables and Berwin Turlach; port to R, tests etc: Martin Maechler <maechler@stat.math.ethz.ch>
MaintainerBerwin Turlach <Berwin.Turlach@gmail.com>
LicenseGPL (>= 2)
Version1.2-22
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lasso2")

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lasso2 documentation built on Oct. 8, 2021, 9:10 a.m.