orderedLasso (1.7)

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Ordered Lasso and Time-lag Sparse Regression.

http://cran.r-project.org/web/packages/orderedLasso

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'.

Maintainer: Xiaotong Suo
Author(s): Jerome Friedman, Xiaotong Suo and Robert Tibshirani

License: GPL-2

Uses: Does not use any package

Released over 2 years ago.


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