[R] Piecewise Lasso Regression

[Lucas Santana dos Santos]

Hi Vito,

I am more interested in selecting the number of breakpoints. My data has some structure and I believe that fitting a piecewise regression would be of great benefit.

Thanks,

Lucas

On Jun 6, 2012, at 4:54 AM, Vito Muggeo (UniPa) wrote:

> 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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> 90128 Palermo - ITALY
> tel: 091 23895240
> fax: 091 485726
> http://dssm.unipa.it/vmuggeo
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