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 |
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