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

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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.

Author
Baidya Nath Mandal <mandal.stat@gmail.com> and Jun Ma <jun.ma@mq.edu.au>
Date of publication
2016-03-10 08:00:33
Maintainer
Baidya Nath Mandal <mandal.stat@gmail.com>
License
GPL (>= 2)
Version
0.3

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Man pages

bars
Error bars
car
The car data
coef.nnlasso
Extract coefficients from a fitted nnlasso object
cv.nnlasso
k-fold cross validation for penalized generalized linear...
cv.nnlasso.binomial
k-fold cross validation for penalized generalized linear...
cv.nnlasso.normal
k-fold cross validation for penalized generalized linear...
cv.nnlasso.poisson
k-fold cross validation for penalized generalized linear...
fold
Particular fold of a data after k fold partition
kfold
k-fold partition of data at random
msefun.binomial
Deviances for hold out data in cross validation
msefun.normal
Prediction means squared errors for hold out data in cross...
msefun.poisson
Deviances for hold out data in cross validation
nnlasso
Entire regularization path of non-negative penalized...
nnlasso.binomial
Entire regularization path of non-negative penalized...
nnlasso.binomial.lambda
Coefficients of non-negative penalized generalized linear...
nnlasso.normal
Entire regularization path of non-negative penalized...
nnlasso.normal.lambda
Coefficients of non-negative penalized generalized linear...
nnlasso.poisson
Entire regularization path of non-negative penalized...
nnlasso.poisson.lambda
Coefficients of non-negative penalized generalized linear...
plot.nnlasso
Plot of regularization path
predict.nnlasso
Prediction of coefficients of a penalized linear regression...

Files in this package

nnlasso
nnlasso/NAMESPACE
nnlasso/data
nnlasso/data/car.rda
nnlasso/R
nnlasso/R/nnlasso.r
nnlasso/MD5
nnlasso/DESCRIPTION
nnlasso/man
nnlasso/man/cv.nnlasso.Rd
nnlasso/man/nnlasso.binomial.Rd
nnlasso/man/nnlasso.poisson.lambda.Rd
nnlasso/man/kfold.Rd
nnlasso/man/msefun.poisson.Rd
nnlasso/man/nnlasso.normal.lambda.Rd
nnlasso/man/msefun.binomial.Rd
nnlasso/man/nnlasso.normal.Rd
nnlasso/man/cv.nnlasso.poisson.Rd
nnlasso/man/msefun.normal.Rd
nnlasso/man/predict.nnlasso.Rd
nnlasso/man/plot.nnlasso.Rd
nnlasso/man/nnlasso.binomial.lambda.Rd
nnlasso/man/bars.Rd
nnlasso/man/fold.Rd
nnlasso/man/car.Rd
nnlasso/man/nnlasso.poisson.Rd
nnlasso/man/coef.nnlasso.Rd
nnlasso/man/nnlasso.Rd
nnlasso/man/cv.nnlasso.normal.Rd
nnlasso/man/cv.nnlasso.binomial.Rd