lasso2: 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)

Version: 1.2-6
Depends: R (≥ 2.5.0)
Date: 2007-09-30
Author: Justin Lokhorst, Bill Venables and Berwin Turlach; port to R, tests etc: Martin Maechler
Maintainer: Berwin Turlach <berwin at maths.uwa.edu.au>
License: GPL version 2 or later
URL: http://www.maths.uwa.edu.au/~berwin/software/lasso.html
In views: MachineLearning
CRAN checks: lasso2 results

Downloads:

Package source: lasso2_1.2-6.tar.gz
MacOS X binary: lasso2_1.2-6.tgz
Windows binary: lasso2_1.2-6.zip
Reference manual: lasso2.pdf
Vignettes: Manual of lasso2 package
News/ChangeLog:ChangeLog
Old sources: lasso2 archive