[R] apply least angle regression to generalized linear models

[Liaw, Andy]

I believe `lars' does not currently fit glms.  For that you'll probably need
to look at `glar', at:

http://www.insightful.com/Hesterberg/glars/default.asp

HTH,
Andy 

From: Marc Schwartz
> 
> On Fri, 2006-08-18 at 11:17 -0400, Mike Wolfgang wrote:
> > Hello list,
> > 
> > I've been searching around trying to find whether somebody 
> has written 
> > such a package of least angle regression on generalized 
> linear models, 
> > like what
> > Lasso2 package does. The extension to generalized linear models is 
> > briefly discussed in the comment by D. Madigan and G. Ridgeway. Is 
> > such a package available? Thanks,
> > 
> > Mike
> 
> See the aptly named 'lars' package on CRAN and the attendant 
> paper here:
> 
>   http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf
> 
> You might also want to review Professor Hastie's presentation at useR!
> 2006 this past spring:
> 
>   http://www.r-project.org/useR-2006/Slides/Hastie.pdf
> 
> HTH,
> 
> Marc Schwartz
> 
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