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).


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


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