nnlasso: 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.

Version: 0.3
Depends: R (≥ 3.2.2)
Published: 2016-03-10
Author: Baidya Nath Mandal and Jun Ma
Maintainer: Baidya Nath Mandal <mandal.stat at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: nnlasso results

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Reference manual: nnlasso.pdf
Package source: nnlasso_0.3.tar.gz
Windows binaries: r-devel: nnlasso_0.3.zip, r-release: nnlasso_0.3.zip, r-oldrel: nnlasso_0.3.zip
OS X El Capitan binaries: r-release: nnlasso_0.3.tgz
OS X Mavericks binaries: r-oldrel: nnlasso_0.3.tgz
Old sources: nnlasso archive

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