Hi:

When you need to search for a function in R, rely on our good friend, the
package sos:

library(sos)
findFn('elastic net')
found 23 matches;  retrieving 2 pages

HTH,
Dennis

On Wed, Sep 8, 2010 at 6:58 PM, jjenkner <jjenkner@web.de> wrote:

>
> Hello Lai!
>
> You can try the elastic net which is a mixture of lasso and ridge
> regression. Setting the parameter alpha to less than one will provide you
> with more coefficients different from zero. I am not sure about the R
> implementation. You have to search for it on your own.
>
> Johannes
> --
> View this message in context:
> http://r.789695.n4.nabble.com/Feature-selection-via-glmnet-package-LASSO-tp2308635p2532271.html
> Sent from the R help mailing list archive at Nabble.com.
>
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