Maximum Penalized Likelihood Estimation with Extended Lasso Penalty


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Documentation for package ‘extlasso’ version 0.3

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coef.extlasso Extract coefficients from a fitted extlasso object
cv.extlasso k-fold cross validation for penalized generalized linear models for normal/binomial/poisson family
extlasso Entire regularization path of penalized generalized linear model for normal/binomial/poisson family using modified Jacobi Algorithm
fusedlasso Fused lasso penalized linear regression
plot.extlasso Plot of regularization path
predict.extlasso Prediction of coefficients of a penalized linear regression or generalized linear models