Package: nnlasso 0.3

nnlasso: Non-Negative Lasso and Elastic Net Penalized Generalized Linear Models

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.

Authors:Baidya Nath Mandal <[email protected]> and Jun Ma <[email protected]>