Hi:

Haven't tried it yet personally, but since gamma regression is a special
case of generalized linear models, the package glmnet may be of service. Its
description reads:

Lasso and elastic-net regularized generalized linear models

HTH,
Dennis

On Tue, Aug 3, 2010 at 3:37 PM, Lars Bishop <lars52r@gmail.com> wrote:

> Hi,
>
> I couldn't find a package to fit a penalized (lasso/ridge) Gamma regression
> model. Does anybody know any?
>
> Thanks in advance,
>
> Lars.
>
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