[R] Regularized logistic regression

[Frank Harrell]

For quadratic penalization (generalization of ridge regression) the lrm
function in the rms package supports this.  See also the rms pentrace
function.

Frank

djmuseR wrote:
> 
> Hi:
> 
> glmnet is a good place to start.
> 
> HTH,
> Dennis
> 
> On Tue, Jun 21, 2011 at 12:01 AM, Markku Karhunen
> <markku.karhunen at helsinki.fi> wrote:
>>
>> Hi Community,
>>
>> I would like to do regularized logistic regression, e.g. lasso, plasso or
>> ridge regression. Can you recommend any packages? Low memory requirement
>> /
>> computational cheapness would be a plus.
>>
>> Markku Karhunen
>> Uni. Helsinki
>>
>> ______________________________________________
>> R-help at r-project.org 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.
>>
> 
> ______________________________________________
> R-help at r-project.org 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.
> 


-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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