PACLasso
Penalized and Constrained Lasso Optimization
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 http://www-bcf.usc.edu/~gareth/research/PAC.pdf 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.
- Version1.0.0
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release04/29/2019
Team
Courtney Paulson
Gareth James
Show author detailsRolesContributorPaat Rusmevichientong
Show author detailsRolesContributor
Insights
Last 30 days
This package has been downloaded 160 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 2 times.
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Last 365 days
This package has been downloaded 1,713 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Sep 11, 2024 with 25 downloads.
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Dependencies
- Depends1 package
- Imports4 packages