nnlasso0.3 package

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.

  • Maintainer: Baidya Nath Mandal
  • License: GPL (>= 2)
  • Last published: 2016-03-10