lasso2: L1 constrained estimation aka `lasso'

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Routines and documentation for solving regression problems while imposing an L1 constraint on the estimates, based on the algorithm of Osborne et al. (1998)

Author
Justin Lokhorst, Bill Venables and Berwin Turlach; port to R, tests etc: Martin Maechler <maechler@stat.math.ethz.ch>
Date of publication
2014-05-31 18:51:05
Maintainer
Berwin Turlach <Berwin.Turlach@gmail.com>
License
GPL (>= 2)
Version
1.2-19
URLs

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

Files in this package

lasso2
lasso2/inst
lasso2/inst/COPYRIGHTS
lasso2/inst/COPYRIGHTS/COPYRIGHT
lasso2/inst/doc
lasso2/inst/doc/Manual-vignette.Rnw
lasso2/inst/doc/Manual-vignette.pdf
lasso2/inst/doc/lasso.html
lasso2/tests
lasso2/tests/l1ce-tst.R
lasso2/src
lasso2/src/lasso.h
lasso2/src/lasso.c
lasso2/NAMESPACE
lasso2/GPL-2
lasso2/data
lasso2/data/Prostate.rda
lasso2/data/Iowa.tab.gz
lasso2/R
lasso2/R/labels.q
lasso2/R/gcv.q
lasso2/R/deviance.q
lasso2/R/residuals.q
lasso2/R/misc.q
lasso2/R/plot.q
lasso2/R/predict.q
lasso2/R/summary.q
lasso2/R/vcov.q
lasso2/R/fitted.q
lasso2/R/gl1ce.q
lasso2/R/print.q
lasso2/R/formula.util.q
lasso2/R/zzz.q
lasso2/R/coef.q
lasso2/R/l1ce.q
lasso2/vignettes
lasso2/vignettes/Manual-vignette.Rnw
lasso2/vignettes/Manual-wo-help.pdf
lasso2/MD5
lasso2/README
lasso2/build
lasso2/build/vignette.rds
lasso2/DESCRIPTION
lasso2/ChangeLog
lasso2/man
lasso2/man/l1ce.Rd
lasso2/man/predict.gl1ce.Rd
lasso2/man/residuals.l1ce.Rd
lasso2/man/Iowa.Rd
lasso2/man/plot.l1celist.Rd
lasso2/man/coef.l1celist.Rd
lasso2/man/summary.l1ce.Rd
lasso2/man/is.formula.Rd
lasso2/man/predict.l1ce.Rd
lasso2/man/deviance.l1ce.Rd
lasso2/man/fitted.l1ce.Rd
lasso2/man/gl1ce.object.Rd
lasso2/man/zaux.l1celist.Rd
lasso2/man/labels.l1ce.Rd
lasso2/man/Prostate.Rd
lasso2/man/lasso-internal.Rd
lasso2/man/zaux.Rd
lasso2/man/gl1ce.Rd
lasso2/man/qr.rtr.inv.Rd
lasso2/man/print.l1ce.Rd
lasso2/man/merge.formula.Rd
lasso2/man/summary.gl1ce.Rd
lasso2/man/vcov.l1ce.Rd
lasso2/man/coef.l1ce.Rd
lasso2/man/l1ce.object.Rd
lasso2/man/Extract.l1celist.Rd
lasso2/man/l1celist.object.Rd
lasso2/man/tr.Rd
lasso2/man/residuals.gl1ce.Rd
lasso2/man/gcv.Rd
lasso2/man/deviance.gl1ce.Rd
lasso2/man/gcv.l1ce.Rd
lasso2/GPL-3
lasso2/INDEX