Man pages for tathagatabasu/bootlasso
Boot-strap Method for LASSO

bootlassobootlasso: This package is for computation with LASSO
boot.lassoBootstrap for LASSO.
cd_optimCo-ordinate descent optimization.
cv.lassoCross-validation
cv.mseRoot mean-squared error
cv.plotCross-validation plot
cv.random.partitionRandom partition
example.bootExample
example.cvExample
example.impExample
example_lasso_1Example
example_lasso_2Example
example.sensitivityExample
imp.lassoLower and upper estimates of LASSO coefficients
imp.lasso.tuningTuning of LASSO coefficients bounds
lasso_cdCoefficient path (cd)
lasso_cd_plotcd plot
lasso_dfLASSO penalty subgradient (Note: not actual gradient.)
lasso_fLASSO penalty term
lasso_optim_cdLASSO optimization using co-ordinate descent
lasso_optim_pgLASSO optimization (proximal gradient)
lasso_optim_sgLASSO optimization (sub-gradient method)
lasso_pProximal operator for lasso_f.
lasso_pgCoefficient path (pg)
lasso_pg_plotpg plot
lasso_sgCoefficient path (sg)
lasso_sg_plotsg Plot
opt_tsSequence of step sizes for optimization.
pg_optimProximal gradient optimization.
sensitivity.lassoPerturbation of weights
sg_optimSub-gradient optimization.
softSoft threshold operator
square_dfOLS differential
square_fOLS term
square_lasso_dfLASSO sub-gradient
square_lasso_fLASSO objective
st_fCD LASSO Soft Threshold term
tathagatabasu/bootlasso documentation built on Aug. 9, 2019, 1:07 a.m.