[R] apply least angle regression to generalized linear models

[Marc Schwartz (via MN)]

Andy,

Upon further review of the documentation for lars, you are correct.

Thanks for the pointer to the work by Tim et al.

Regards,

Marc

On Fri, 2006-08-18 at 12:48 -0400, Liaw, Andy wrote:
> 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
> > 
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide 
> > http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> > 
> > 
> 
> 
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