Penalized and Constrained Lasso Optimization


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Documentation for package ‘PACLasso’ version 1.0.0

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generate.data Function to Randomly Generate Data (with Constraints)
lars.c Constrained LARS Coefficient Function (Equality Constraints)
lars.ineq Constrained LARS Coefficient Function with Inequality Constraints
lasso.c Complete Run of Constrained LASSO Path Function (Equality Constraints)
lasso.ineq Complete Run of Constrained LASSO Path Function with Inequality Constraints
lin.int Initialize Linear Programming Fit (Equality Constraints)
lin.int.ineq Initialize Linear Programming Fit with Inequality Constraints
quad.int Initialize Quadratic Programming Fit (Equality Constraints)
quad.int.ineq Initialize Quadratic Programming Fit with Inequality Constraints
transformed Transform Data to Fit PaC Implementation (Equality Constraints)
transformed.ineq Transform Data to Fit PaC Implementation for Inequality Constraints