Perhaps I am wrong, but I think there are only a few packages supporting
Elastic Net, and none of them also perform Best Subsets.


On Wed, Apr 17, 2013 at 8:46 AM, Christos Giannoulis <cgiannoul@gmail.com>wrote:

> Merhaba, Hello to you too Mehmet (Yasu ki sena)
>
> Thank you for your email and especially for sharing this package. I
> appreciate it.
>
> However, my feeling is that this package does not have the third component
> of Best Subsets (pls correct me if I am wrong). It uses only a combination
> of Ridge and Lasso.
>
> If you happen to know any other packages that uses all of them I would
> greatly welcome and appreciate if you were so kind and share it. I tried to
> search the cran lists but I am not sure I can found something like that.
> That's why I was asking the R-community
>
> Thank you again for your prompt response!
>
> Cheers
>
> Christos
>
> On Wed, Apr 17, 2013 at 8:16 AM, Suzen, Mehmet <msuzen@gmail.com> wrote:
>
> > Yasu,
> >
> > Try Elastic nets:
> > http://cran.r-project.org/web/packages/pensim/index.html
> >
> > There some other packages supporting elastic nets: Just search the CRAN
> >
> > Cheers,
> > Mehmet
> >
> >
> > On 17 April 2013 13:19, Christos Giannoulis <cgiannoul@gmail.com> wrote:
> > > Hi all,
> > >
> > > I would greatly appreciate if someone was so kind and share with us a
> > > package or method that uses a regularized regression approach that
> > balances
> > > a regression model performance and model complexity.
> > >
> > > That said I would be most grateful is there is an R-package that
> combines
> > > Ridge (sum of squares coefficients), Lasso: Sum of absolute
> coefficients
> > > and Best Subsets: Number of coefficients as methods of regularized
> > > regression.
> > >
> > > Sincerely,
> > >
> > > Christos Giannoulis
> > >
> > >         [[alternative HTML version deleted]]
> > >
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> > > and provide commented, minimal, self-contained, reproducible code.
> >
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
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