sealasso: Standard Error Adjusted Adaptive Lasso
Version 0.1-2

Standard error adjusted adaptive lasso (SEA-lasso) is a version of the adaptive lasso, which incorporates OLS standard error to the L1 penalty weight. This method is intended for variable selection under linear regression settings (n > p). This new weight assignment strategy is especially useful when the collinearity of the design matrix is a concern.

AuthorWei Qian <weiqian@stat.umn.edu>
Date of publication2013-12-12 02:14:25
MaintainerWei Qian <weiqian@stat.umn.edu>
LicenseGPL (>= 2)
Version0.1-2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("sealasso")

Popular man pages

sealasso: Standard Error Adjusted Adaptive Lasso
summary.sealasso: Summary method for sealasso objects
See all...

All man pages Function index File listing

Man pages

sealasso: Standard Error Adjusted Adaptive Lasso
summary.sealasso: Summary method for sealasso objects

Functions

findnames Source code
meansq Source code
new.weight Source code
preselect Source code
sealasso Man page Source code
summary.sealasso Man page Source code
weight.calc Source code

Files

inst
inst/doc
inst/doc/sealasso.R
inst/doc/sealasso.pdf
inst/doc/sealasso.Rnw
NAMESPACE
R
R/sealasso.R
vignettes
vignettes/sealasso.Rnw
MD5
DESCRIPTION
ChangeLog
man
man/sealasso.Rd
man/summary.sealasso.Rd
INDEX
sealasso documentation built on May 19, 2017, 6:13 p.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.