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

 

 

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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan@jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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