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'.

Install the latest version of this package by entering the following in R:

`install.packages("orderedLasso")`

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 |

**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

orderedLasso | Man page |

orderedLasso.cv | Man page |

orderedLasso.path | Man page |

predict.orderedLasso | Man page |

predict.orderedLasso.path | Man page |

predict.timeLagLasso | Man page |

predict.timeLagLasso.path | Man page |

timeLagLasso | Man page |

timeLagLasso.cv | Man page |

timeLagLasso.path | Man page |

time_lag_matrix | Man page |

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
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