extlasso
Maximum Penalized Likelihood Estimation with Extended Lasso Penalty
Estimates coefficients of extended LASSO penalized linear regression and generalized linear models. Currently lasso and elastic net penalized linear regression and generalized linear models are considered. This package currently utilizes an accurate approximation of L1 penalty and then a modified Jacobi algorithm to estimate the coefficients. There is provision for plotting of the solutions and predictions of coefficients at given values of lambda. This package also contains functions for cross validation to select a suitable lambda value given the data. Also provides a function for estimation in fused lasso penalized linear regression. For more details, see Mandal, B. N.(2014). Computational methods for L1 penalized GLM model fitting, unpublished report submitted to Macquarie University, NSW, Australia.
- Version0.3
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release05/13/2022
Team
B N Mandal
Jun Ma
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Insights
Last 30 days
This package has been downloaded 224 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 16 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 2,755 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 Jul 23, 2024 with 36 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
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