nnlasso: Non-Negative Lasso and Elastic Net Penalized Generalized Linear
Models
Estimates of coefficients of lasso penalized linear regression and generalized linear models subject to non-negativity constraints on the parameters using multiplicative iterative algorithm. Entire regularization path for a sequence of lambda values can be obtained. Functions are available for creating plots of regularization path, cross validation and estimating coefficients at a given lambda value. There is also provision for obtaining standard error of coefficient estimates.
| Version: |
0.3 |
| Depends: |
R (≥ 3.2.2) |
| Published: |
2016-03-10 |
| DOI: |
10.32614/CRAN.package.nnlasso |
| Author: |
Baidya Nath Mandal and Jun Ma |
| Maintainer: |
Baidya Nath Mandal <mandal.stat at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| CRAN checks: |
nnlasso results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=nnlasso
to link to this page.