Boot-strap Method for LASSO

bootlasso | bootlasso: This package is for computation with LASSO |

boot.lasso | Bootstrap for LASSO. |

cd_optim | Co-ordinate descent optimization. |

cv.lasso | Cross-validation |

cv.mse | Root mean-squared error |

cv.plot | Cross-validation plot |

cv.random.partition | Random partition |

example.boot | Example |

example.cv | Example |

example.imp | Example |

example_lasso_1 | Example |

example_lasso_2 | Example |

example.sensitivity | Example |

imp.lasso | Lower and upper estimates of LASSO coefficients |

imp.lasso.tuning | Tuning of LASSO coefficients bounds |

lasso_cd | Coefficient path (cd) |

lasso_cd_plot | cd plot |

lasso_df | LASSO penalty subgradient (Note: not actual gradient.) |

lasso_f | LASSO penalty term |

lasso_optim_cd | LASSO optimization using co-ordinate descent |

lasso_optim_pg | LASSO optimization (proximal gradient) |

lasso_optim_sg | LASSO optimization (sub-gradient method) |

lasso_p | Proximal operator for lasso_f. |

lasso_pg | Coefficient path (pg) |

lasso_pg_plot | pg plot |

lasso_sg | Coefficient path (sg) |

lasso_sg_plot | sg Plot |

opt_ts | Sequence of step sizes for optimization. |

pg_optim | Proximal gradient optimization. |

sensitivity.lasso | Perturbation of weights |

sg_optim | Sub-gradient optimization. |

soft | Soft threshold operator |

square_df | OLS differential |

square_f | OLS term |

square_lasso_df | LASSO sub-gradient |

square_lasso_f | LASSO objective |

st_f | CD LASSO Soft Threshold term |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.