lasso2

L1 Constrained Estimation aka `lasso'

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

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Description file content

Package
lasso2
Version
1.2-20
Date
2018-11-27
Author
Justin Lokhorst, Bill Venables and Berwin Turlach; port to R, tests etc: Martin Maechler
Maintainer
Berwin Turlach
Title
L1 Constrained Estimation aka `lasso'
Description
Routines and documentation for solving regression problems while imposing an L1 constraint on the estimates, based on the algorithm of Osborne et al. (1998).
Depends
R (>= 3.2.3)
License
GPL (>= 2)
URL
Packaged
2018-11-27 08:49:28 UTC; berwin
NeedsCompilation
yes
Repository
CRAN
Date/Publication
2018-11-27 09:30:03 UTC

install.packages('lasso2')

1.2-20

a year ago

http://www.maths.uwa.edu.au/~berwin/software/lasso.html

Berwin Turlach

GPL (>= 2)

Depends on

R (>= 3.2.3)

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