l2boost - Friedman's boosting algorithm for regularized linear regression


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Documentation for package ‘l2boost’ version 1.0

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l2boost-package Efficient implementation of Friedman's boosting algorithm for linear regression using an l2-loss function and coordinate direction (design matrix columns) basis functions.
coef.l2boost Extract model coefficients from an l2boost model object at any point along the solution path indexed by step m.
cv.l2boost K-fold cross-validation using 'l2boost'.
diabetes Blood and other measurements in diabetics [Hastie and Efron (2012)]
elasticNetSim A blocked correlated data simulation.
fitted.l2boost Extract the fitted model estimates along the solution path for an l2boost model.
l2boost Generic gradient descent boosting method for linear regression.
l2boost.default Generic gradient descent boosting method for linear regression.
l2boost.formula Generic gradient descent boosting method for linear regression.
mvnorm.l2boost multivariate normal data simulations.
plot.l2boost Plotting for 'l2boost' objects.
predict.l2boost predict method for l2boost models.
print.l2boost print method for 'l2boost' and 'cv.l2boost' objects.
residuals.l2boost Model residuals for the training set of an l2boost model object