[R] LARS for generalized linear models

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Fri 15 Sep 2006 - 22:49:17 GMT


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    



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  



 

        [[alternative HTML version deleted]]



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sat Sep 16 08:52:26 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Fri 15 Sep 2006 - 23:30:05 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.