nnlasso: Non-Negative Lasso and Elastic Net Penalized Generalized Linear Models
Version 0.3

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.

Getting started

Package details

AuthorBaidya Nath Mandal <mandal.stat@gmail.com> and Jun Ma <jun.ma@mq.edu.au>
Date of publication2016-03-10 08:00:33
MaintainerBaidya Nath Mandal <mandal.stat@gmail.com>
LicenseGPL (>= 2)
Version0.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("nnlasso")

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nnlasso documentation built on May 29, 2017, 9:53 p.m.