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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Reference manual

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install.packages("lasso2")

1.2-22 by Berwin Turlach, 13 days ago


Browse source code at https://github.com/cran/lasso2


Authors: Justin Lokhorst , Bill Venables and Berwin Turlach; port to R , tests etc: Martin Maechler <maec[email protected]>


Documentation:   PDF Manual  


Task views: Machine Learning & Statistical Learning


GPL (>= 2) license



Depended on by edrGraphicalTools.

Suggested by clere, topicmodels, tramnet.


See at CRAN