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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.
Package details |
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Author | Baidya Nath Mandal <mandal.stat@gmail.com> and Jun Ma <jun.ma@mq.edu.au> |
Maintainer | Baidya Nath Mandal <mandal.stat@gmail.com> |
License | GPL (>= 2) |
Version | 0.3 |
Package repository | View on CRAN |
Installation |
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