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PACLasso
View on CRAN: Click
here
Download and install PACLasso package within the R console
Install from CRAN:
install.packages("PACLasso")
Install from Github:
library("remotes")
install_github("cran/PACLasso")
Install by package version:
library("remotes")
install_version("PACLasso", "1.0.0")
Attach the package and use:
library("PACLasso")
Maintained by
Courtney Paulson
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-04-29
Latest Update: 2019-04-29
Description:
An implementation of both the equality and inequality constrained lasso
functions for the algorithm described in "Penalized and Constrained Optimization"
by James, Paulson, and Rusmevichientong (Journal of the American Statistical Association, 2019;
see for a full-text version of the paper).
The algorithm here is designed to allow users to define linear constraints (either equality
or inequality constraints) and use a penalized regression approach to solve the constrained
problem. The functions here are used specifically for constraints with the lasso formulation,
but the method described in the PaC paper can be used for a variety of scenarios. In addition
to the simple examples included here with the corresponding functions, complete code to
entirely reproduce the results of the paper is available online through the Journal of the
American Statistical Association.
How to cite:
Courtney Paulson (2019). PACLasso: Penalized and Constrained Lasso Optimization. R package version 1.0.0, https://cran.r-project.org/web/packages/PACLasso. Accessed 07 Nov. 2024.
Previous versions and publish date:
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Other R packages that PACLasso depends,
imports, suggests or enhances
Complete documentation for PACLasso
Functions, R codes and Examples using
the PACLasso R package
Some associated functions: generate.data . lars.c . lars.ineq . lasso.c . lasso.ineq . lin.int.ineq . lin.int . quad.int.ineq . quad.int . transformed.ineq . transformed .
Some associated R codes: PACLasso.R . Full PACLasso package functions and examples
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