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.
|Author||Baidya Nath Mandal <[email protected]> and Jun Ma <[email protected]>|
|Date of publication||2016-03-10 08:00:33|
|Maintainer||Baidya Nath Mandal <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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