[R] LARS for generalized linear models

[Marc Schwartz]

On Fri, 2006-09-15 at 18:49 -0400, Ravi Varadhan wrote:
> Hi,

> 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.

> Best,
> 
> Ravi

This just came up last month.  See this post:

  https://stat.ethz.ch/pipermail/r-help/2006-August/111352.html

HTH,

Marc Schwartz