| Name : R-PACLasso
| |
| Version : 1.0.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.3.7
| Date : 2024-06-14 11:41:06
|
| Group : Development/Libraries/Other
| Source RPM : R-PACLasso-1.0.0-lp153.3.7.src.rpm
|
| Size : 0.08 MB
| |
| Packager : (none)
| |
| Summary : Penalized and Constrained Lasso Optimization
|
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
< 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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
