[R] Piecewise Lasso Regression

[Vito Muggeo (UniPa)]

dear lucas,
yes you are right, segmented does not handle 'lars' objects.

Out of curisity, are you interested in selecting the number of 
breakpoints or in selecting additional covariates with linear parameters?

vito


Il 06/06/2012 0.01, Lucas Santana dos Santos ha scritto:
> Hi All,
>
>
> I am trying to fit a piecewise lasso regression, but package Segmented does not work with Lars objects.
> Does any know of any package or implementation of piecewise lasso regression?
>
> Thanks,
>
> Lucas
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-- 
====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
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