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

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>
MaintainerBaidya Nath Mandal <mandal.stat@gmail.com>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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nnlasso documentation built on May 2, 2019, 8:19 a.m.