[R] LARS for generalized linear models
MSchwartz at mn.rr.com
Sat Sep 16 01:00:30 CEST 2006
On Fri, 2006-09-15 at 18:49 -0400, Ravi Varadhan wrote:
> Is there an R implementation of least angle regression for binary response
> modeling? I know that this question has been asked before, and I am also
> aware of the "lasso2" package, but that only implements an L1 penalty, i.e.
> the Lasso approach.
> Madigan and Ridgeway in their discussion of Efron et al (2004) describe a
> LARS-type algorithm for generalized linear models. Has anyone implemented
> this in R?
> Thanks for any help.
This just came up last month. See this post:
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