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.


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install.packages("nnlasso")

0.3 by Baidya Nath Mandal, 3 years ago


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


Authors: Baidya Nath Mandal <[email protected]> and Jun Ma <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license



See at CRAN