orderedLasso: Ordered Lasso and Time-lag Sparse Regression
Version 1.7

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'.

Browse man pages Browse package API and functions Browse package files

AuthorJerome Friedman, Xiaotong Suo and Robert Tibshirani
Date of publication2014-11-27 08:32:37
MaintainerXiaotong Suo <xiaotong@stanford.edu>
LicenseGPL-2
Version1.7
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("orderedLasso")

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

Functions

ObjMinFun Source code Source code
ObjMinSignFun Source code
backtrackfun Source code
error.bars Source code
fastgg Source code
generalizedGradient Source code
lambda.interp Source code
ordLas2 Source code
ordLasSignPos Source code
orderedLasso Man page Source code
orderedLasso.cv Man page Source code
orderedLasso.path Man page Source code
plot.orderedLasso.cv Source code
plot.orderedLasso.path Source code
plot.timeLagLasso.cv Source code
plot.timeLagLasso.path Source code
predict.orderedLasso Man page Source code
predict.orderedLasso.path Man page Source code
predict.timeLagLasso Man page Source code
predict.timeLagLasso.path Man page Source code
predict.timeLagLassoInternal Source code
predict.timeLagLassoPathEst Source code
print.orderedLasso Source code
print.orderedLasso.cv Source code
print.orderedLasso.path Source code
print.timeLagLasso Source code
print.timeLagLasso.cv Source code
print.timeLagLasso.path Source code
prox Source code
timeLagLasso Man page Source code
timeLagLasso.cv Man page Source code
timeLagLasso.path Man page Source code
timeLagLassoEstOrdered Source code
timeLagLassoPathEst Source code
time_lag_matrix Man page Source code

Files

NAMESPACE
R
R/funcs.R
MD5
DESCRIPTION
man
man/timeLagLasso.Rd
man/timeLagLasso.path.Rd
man/time_lag_matrix.Rd
man/predict.timeLagLasso.Rd
man/predict.orderedLasso.path.Rd
man/orderedLasso.path.Rd
man/predict.timeLagLasso.path.Rd
man/timeLagLasso.cv.Rd
man/orderedLasso.cv.Rd
man/orderedLasso.Rd
man/predict.orderedLasso.Rd
orderedLasso documentation built on May 20, 2017, 4:10 a.m.