[Rd] R truncated regularized iteratively re-weighted least squares (TR-IRLS)

[Simon Blomberg]

R can already do IRLS, conjugate gradient optimisation and ridge
regression, so pulling all of them together may not be too hard. Care to
contribute any code?

Cheers,

Simon.

On Sun, 2008-06-22 at 13:58 -0400, DS wrote:
> Hi,
> 
> is there any R version of
> 
> logistic regression implementation using  truncated regularized iteratively re-weighted least squares (TR-IRLS) ?
> 
> if not can someone create it as this seems to be an important advancement of logistic regression.
> 
> 
> 
> thanks
> 
> D
> 
> http://autonlab.org/autonweb/10538.html
> 
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-- 
Simon Blomberg, BSc (Hons), PhD, MAppStat. 
Lecturer and Consultant Statistician 
Faculty of Biological and Chemical Sciences 
The University of Queensland 
St. Lucia Queensland 4072 
Australia
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T: +61 7 3365 2506
http://www.uq.edu.au/~uqsblomb
email: S.Blomberg1_at_uq.edu.au

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