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.
copied from cf-staging / r-nnlasso| Label | Latest Version |
|---|---|
| gcc7 | 0.3 |
| main | 0.3 |
| cf201901 | 0.3 |
| cf202003 | 0.3 |
