lasso2 (1.2-19)

0 users

L1 constrained estimation aka `lasso'.

http://www.maths.uwa.edu.au/~berwin/software/lasso.html
http://cran.r-project.org/web/packages/lasso2

Routines and documentation for solving regression problems while imposing an L1 constraint on the estimates, based on the algorithm of Osborne et al. (1998)

Maintainer: Berwin A. Turlach
Author(s): Justin Lokhorst, Bill Venables and Berwin Turlach; port to R, tests etc: Martin Maechler <maechler@stat.math.ethz.ch>

License: GPL (>= 2)

Uses: Does not use any package
Reverse depends: clere, edrGraphicalTools, PanJen, topicmodels
Reverse suggests: ElemStatLearn, topicmodels

Released over 3 years ago.


8 previous versions

Ratings

Overall:

  2.0/5 (1 vote)

Documentation:

  2.0/5 (1 vote)

Log in to vote.

Reviews

No one has written a review of lasso2 yet. Want to be the first? Write one now.


Related packages: BayesTree, ElemStatLearn, GAMBoost, LogicReg, ROCR, RXshrink, arules, caret, e1071, earth, effects, elasticnet, gbm, glmpath, grplasso, ipred, kernlab, klaR, lars, maptree(20 best matches, based on common tags.)


Search for lasso2 on google, google scholar, r-help, r-devel.

Visit lasso2 on R Graphical Manual.