orderedLasso: Ordered Lasso and Time-lag Sparse Regression

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Ordered lasso and time-lag sparse regression. Ordered Lasso fits a linear model and imposes an order constraint on the coefficients. It writes the coefficients as positive and negative parts, and requires positive parts and negative parts are non-increasing and positive. Time-Lag Lasso generalizes the ordered Lasso to a general data matrix with multiple predictors. For more details, see Suo, X.,Tibshirani, R., (2014) 'An Ordered Lasso and Sparse Time-lagged Regression'.

Author
Jerome Friedman, Xiaotong Suo and Robert Tibshirani
Date of publication
2014-11-27 08:32:37
Maintainer
Xiaotong Suo <xiaotong@stanford.edu>
License
GPL-2
Version
1.7

View on CRAN

Man pages

orderedLasso
Fit an ordered lasso
orderedLasso.cv
Cross-validation function for the ordered lasso
orderedLasso.path
Fit a path of ordered lasso models
predict.orderedLasso
make predictions from a fitted "orderedLasso" object
predict.orderedLasso.path
make predictions from a fitted "orderedLasso.path" object
predict.timeLagLasso
make predictions from a fitted "timeLagLasso" object
predict.timeLagLasso.path
make predictions from a fitted "timeLagLasso.path" object
timeLagLasso
Fit a time-lag lasso
timeLagLasso.cv
Cross-validation function for timeLagLasso
timeLagLasso.path
Fit a path of time-lasso models
time_lag_matrix
time_lag_matrix

Files in this package

orderedLasso
orderedLasso/NAMESPACE
orderedLasso/R
orderedLasso/R/funcs.R
orderedLasso/MD5
orderedLasso/DESCRIPTION
orderedLasso/man
orderedLasso/man/timeLagLasso.Rd
orderedLasso/man/timeLagLasso.path.Rd
orderedLasso/man/time_lag_matrix.Rd
orderedLasso/man/predict.timeLagLasso.Rd
orderedLasso/man/predict.orderedLasso.path.Rd
orderedLasso/man/orderedLasso.path.Rd
orderedLasso/man/predict.timeLagLasso.path.Rd
orderedLasso/man/timeLagLasso.cv.Rd
orderedLasso/man/orderedLasso.cv.Rd
orderedLasso/man/orderedLasso.Rd
orderedLasso/man/predict.orderedLasso.Rd