[R] Backwards Lasso

Alethea Rea alethea at math.auckland.ac.nz
Wed Feb 27 03:38:27 CET 2008

Has anyone computed a Backwards lasso with positive coefficients? I 
would like the R commands or guidance on fitting such a model.

The backwards lasso and positively constrained lasso are both described 
in Least Angle Regression, Efron etal 2002.

More information about the R-help mailing list