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lasso2

L1 constrained estimation aka `lasso'
Justin Lokhorst, Bill Venables and Berwin Turlach; port to R, tests etc: Martin Maechler <maechler@stat.math.ethz.ch>
GPL version 2 or later
Routines and documentation for solving regression problems while imposing an L1 constraint on the estimates, based on the algorithm of Osborne et al. (1998)
Versions
Package Version Released
lasso2 1.2-6
lasso2 1.2-16 1 year 14 weeks ago
lasso2 1.2-15 1 year 14 weeks ago
lasso2 1.2-14 1 year 35 weeks ago
lasso2 1.2-12 3 years 11 weeks ago
lasso2 1.2-11 4 years 15 weeks ago
lasso2 1.2-10
2
Your rating: None Overall: 2 (73 votes)
2
Your rating: None Documentation: 2 (73 votes)