Routines and documentation for solving regression problems while imposing an L1 constraint on the estimates, based on the algorithm of Osborne et al. (1998).
R package "lasso2"
==================
I have ported these from the Dec.1999 version as available ( for S-plus )
at http://www.maths.uwa.edu.au/~berwin/software/lasso.html
in order to use them for R.
Berwin Turlach <himself> will probably take over maintenance of this
package after while since "lasso2" is one of his ongoing research projects.
See also
./MM-NOTES
./ChangeLog
Feedback (by E-mail to me and or Berwin) is very welcome!
--------
Zurich, Feb.6, 2002
Martin Maechler <[email protected]> http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum LEO C16 Leonhardstr. 27
ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
phone: x-41-1-632-3408 fax: ...-1228 <><